PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits > Class Template Reference

Piecewise zero-inflation term structure. More...

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

Inheritance diagram for PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits >:

Public Types
typedef Traits	traits_type
typedef Interpolator	interpolator_type

Public Member Functions
Constructors
	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())
Inflation interface
QuantLib::Date	baseDate () const override
QuantLib::Date	maxDate () const override
void	setSeasonality (const boost::shared_ptr< QuantLib::Seasonality > &seasonality=boost::shared_ptr< QuantLib::Seasonality >()) override
Inspectors
const std::vector< QuantLib::Time > &	times () const
const std::vector< QuantLib::Date > &	dates () const
const std::vector< QuantLib::Real > &	data () const
std::vector< std::pair< QuantLib::Date, QuantLib::Real > >	nodes () const
Observer interface
void	update () override

Trait::BootstrapFirstDateInitializer interface
class	Bootstrap< this_curve >
class	QuantLib::BootstrapError< this_curve >
QuantLib::Date	initialDate () const override

Detailed Description

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

Piecewise zero-inflation term structure.