Inflation term structure based on the interpolation of zero rates.
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#include <qle/termstructures/zeroinflationcurveobserverstatic.hpp>
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| ZeroInflationCurveObserverStatic (const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, const Period &lag, Frequency frequency, bool indexIsInterpolated, const std::vector< Date > &dates, const std::vector< Handle< Quote >> &rates, const boost::shared_ptr< Seasonality > &seasonality=boost::shared_ptr< Seasonality >(), const Interpolator &interpolator=Interpolator()) |
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Date | baseDate () const |
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Date | maxDate () const |
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const std::vector< Date > & | dates () const |
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const std::vector< Time > & | times () const |
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const std::vector< Real > & | data () const |
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const std::vector< Rate > & | rates () const |
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std::vector< std::pair< Date, Rate > > | nodes () const |
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const std::vector< Handle< Quote > > & | quotes () const |
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void | update () |
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std::vector< Date > | dates_ |
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std::vector< Handle< Quote > > | quotes_ |
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bool | indexIsInterpolated_ |
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Rate | zeroRateImpl (Time t) const |
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template<class Interpolator>
class QuantExt::ZeroInflationCurveObserverStatic< Interpolator >
Inflation term structure based on the interpolation of zero rates.