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Reference manual - version qle_version
CPICurve Class Referenceabstract
Inheritance diagram for CPICurve:

Public Member Functions

 CPICurve (QuantLib::Date baseDate, QuantLib::Real baseCPI, const QuantLib::Period &observationLag, QuantLib::Frequency frequency, const QuantLib::DayCounter &dayCounter, const QuantLib::ext::shared_ptr< QuantLib::Seasonality > &seasonality={})
 CPICurve (const QuantLib::Date &referenceDate, QuantLib::Date baseDate, QuantLib::Real baseCPI, const QuantLib::Period &observationLag, QuantLib::Frequency frequency, const QuantLib::DayCounter &dayCounter, const QuantLib::ext::shared_ptr< QuantLib::Seasonality > &seasonality={})
 CPICurve (QuantLib::Natural settlementDays, const QuantLib::Calendar &calendar, QuantLib::Date baseDate, QuantLib::Real baseCPI, const QuantLib::Period &observationLag, QuantLib::Frequency frequency, const QuantLib::DayCounter &dayCounter, const QuantLib::ext::shared_ptr< QuantLib::Seasonality > &seasonality={})
QuantLib::Real baseCPI () const
QuantLib::Real CPI (const QuantLib::Date &d, bool extrapolate=false) const

Protected Member Functions

QuantLib::Rate zeroRateImpl (QuantLib::Time t) const override
virtual QuantLib::Rate forwardCPIImpl (QuantLib::Time t) const =0

Protected Attributes

QuantLib::Rate baseCPI_