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QuantLib_PiecewiseYoYInflationCurve
Langue: en
Version: 373432 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::PiecewiseYoYInflationCurve -Piecewise year-on-year inflation term structure.
SYNOPSIS
#include <ql/termstructures/inflation/piecewiseyoyinflationcurve.hpp>
Inherits QuantLib::InterpolatedYoYInflationCurve< Interpolator >, and QuantLib::LazyObject.
Public Types
typedef Traits traits_type
typedef Interpolator interpolator_type
Public Member Functions
Constructors
PiecewiseYoYInflationCurve (const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, const Period &lag, Frequency frequency, bool indexIsInterpolated, Rate baseYoYRate, const Handle< YieldTermStructure > &nominalTS, const std::vector< boost::shared_ptr< typename Traits::helper > > &instruments, Real accuracy=1.0e-12, const Interpolator &i=Interpolator())
Inflation interface
Date baseDate () const
Date maxDate () const
Inspectors
const std::vector< Time > & times () const
const std::vector< Date > & dates () const
const std::vector< Real > & data () const
std::vector< std::pair< Date, Real > > nodes () const
Observer interface
void update ()
Friends
class Bootstrap< this_curve >
class BootstrapError< this_curve >
Detailed Description
template<class Interpolator, template< class > class Bootstrap = IterativeBootstrap, class Traits = YoYInflationTraits> class QuantLib::PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >
Piecewise year-on-year inflation term structure.Member Function Documentation
void update () [virtual]This method must be implemented in derived classes. An instance of Observer does not call this method directly: instead, it will be called by the observables the instance registered with when they need to notify any changes.
Reimplemented from LazyObject.
Author
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