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Reference manual - version qle_version
Public Member Functions | Protected Member Functions | List of all members
SpreadedZeroInflationCurve Class Reference
+ Inheritance diagram for SpreadedZeroInflationCurve:

Public Member Functions

 SpreadedZeroInflationCurve (const Handle< ZeroInflationTermStructure > &referenceCurve, const std::vector< Time > &times, const std::vector< Handle< Quote >> &quotes)
 times should be consistent with reference ts day counter
 
Date maxDate () const override
 
void update () override
 
const Date & referenceDate () const override
 
Calendar calendar () const override
 
Natural settlementDays () const override
 
Date baseDate () const override
 

Protected Member Functions

void performCalculations () const override
 
Rate zeroRateImpl (Time t) const override