QuantLib_PiecewiseZeroInflationCurve (3) - Linux Manuals

QuantLib_PiecewiseZeroInflationCurve: Piecewise zero-inflation term structure.

NAME

QuantLib::PiecewiseZeroInflationCurve - Piecewise zero-inflation term structure.

SYNOPSIS

#include <ql/termstructures/inflation/piecewisezeroinflationcurve.hpp>

Inherits InterpolatedZeroInflationCurve< Interpolator >, and QuantLib::LazyObject.

Public Types

typedef Traits traits_type

typedef Interpolator interpolator_type

Public Member Functions

Constructors

PiecewiseZeroInflationCurve (const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, const Period &lag, Frequency frequency, Rate baseZeroRate, 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
minimum (base) date
Date maxDate () const
the latest date for which the curve can return values

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 = ZeroInflationTraits> class QuantLib::PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits >

Member Function Documentation

Date baseDate () const [virtual]

minimum (base) date

Important in inflation since it starts before nominal reference date.

Reimplemented from InterpolatedZeroInflationCurve< Interpolator >.

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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