Inheritance diagram for SpreadedZeroInflationCurve:Public Member Functions | |
| SpreadedZeroInflationCurve (const Handle< ZeroInflationTermStructure > &referenceCurve, const std::vector< Time > ×, const std::vector< Handle< Quote >> "es) | |
| 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 |