PiecewiseCPIInflationCurve< Interpolator, Bootstrap, Traits > Class Template Reference

Piecewise zero-inflation term structure. More...

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

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

Public Types
typedef Traits	traits_type
typedef Interpolator	interpolator_type

Public Member Functions
Constructors
	PiecewiseCPIInflationCurve (const QuantLib::Date &referenceDate, QuantLib::Date baseDate, QuantLib::Rate baseCPI, const QuantLib::Period &lag, QuantLib::Frequency frequency, const QuantLib::DayCounter &dayCounter, std::vector< QuantLib::ext::shared_ptr< typename Traits::helper > > instruments, const QuantLib::ext::shared_ptr< QuantLib::Seasonality > &seasonality={}, QuantLib::Real accuracy=1.0e-14, const Interpolator &i=Interpolator())
Inflation interface
QuantLib::Date	baseDate () const override
QuantLib::Date	maxDate () const override
Inspectors
const std::vector< QuantLib::Time > &	times () const override
const std::vector< QuantLib::Date > &	dates () const override
const std::vector< QuantLib::Real > &	data () const override
const std::vector< QuantLib::Rate > &	rates () const override
std::vector< std::pair< QuantLib::Date, QuantLib::Real > >	nodes () const override

Observer interface
class	Bootstrap< this_curve >
void	update () override
QuantLib::Rate	forwardCPIImpl (QuantLib::Time t) const override

Detailed Description

template<class Interpolator, template< class > class Bootstrap = QuantLib::IterativeBootstrap, class Traits = CPITraits>
class QuantExt::PiecewiseCPIInflationCurve< Interpolator, Bootstrap, Traits >

Piecewise zero-inflation term structure.