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 |