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Reference manual - version qle_version
SpreadedYoYInflationCurve Class Reference
Inheritance diagram for SpreadedYoYInflationCurve:

Public Member Functions

 SpreadedYoYInflationCurve (const Handle< YoYInflationTermStructure > &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 yoyRateImpl (Time t) const override