Piecewise zero-inflation term structure.
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#include <qle/termstructures/inflation/piecewisezeroinflationcurve.hpp>
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typedef Traits | traits_type |
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typedef Interpolator | interpolator_type |
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| PiecewiseZeroInflationCurve (const QuantLib::Date &referenceDate, const QuantLib::Calendar &calendar, const QuantLib::DayCounter &dayCounter, const QuantLib::Period &lag, QuantLib::Frequency frequency, QuantLib::Rate baseZeroRate, std::vector< boost::shared_ptr< typename Traits::helper >> instruments, QuantLib::Real accuracy=1.0e-12, boost::shared_ptr< QuantLib::ZeroInflationIndex > index=nullptr, bool useLastAvailableFixingAsBaseDate=false, const Interpolator &i=Interpolator()) |
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QuantLib::Date | baseDate () const override |
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QuantLib::Date | maxDate () const override |
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void | setSeasonality (const boost::shared_ptr< QuantLib::Seasonality > &seasonality=boost::shared_ptr< QuantLib::Seasonality >()) override |
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const std::vector< QuantLib::Time > & | times () const |
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const std::vector< QuantLib::Date > & | dates () const |
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const std::vector< QuantLib::Real > & | data () const |
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std::vector< std::pair< QuantLib::Date, QuantLib::Real > > | nodes () const |
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void | update () override |
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class | Bootstrap< this_curve > |
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class | QuantLib::BootstrapError< this_curve > |
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QuantLib::Date | initialDate () const override |
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template<class Interpolator, template< class > class Bootstrap = QuantLib::IterativeBootstrap, class Traits = QuantExt::ZeroInflationTraits>
class QuantExt::PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits >
Piecewise zero-inflation term structure.