YoYInflationCurveObserverMoving< Interpolator > Class Template Reference

Inflation term structure based on the interpolation of zero rates. More...

#include <qle/termstructures/yoyinflationcurveobservermoving.hpp>

Inheritance diagram for YoYInflationCurveObserverMoving< Interpolator >:

Public Member Functions
	YoYInflationCurveObserverMoving (Natural settlementDays, const Calendar &calendar, const DayCounter &dayCounter, const Period &lag, Frequency frequency, bool indexIsInterpolated, const std::vector< Time > &times, const std::vector< Handle< Quote > > &rates, const QuantLib::ext::shared_ptr< Seasonality > &seasonality=QuantLib::ext::shared_ptr< Seasonality >(), const Interpolator &interpolator=Interpolator())
InflationTermStructure interface
Date	baseDate () const override
Time	maxTime () const override
Date	maxDate () const override
Inspectors
const std::vector< Time > &	times () const
const std::vector< Real > &	data () const
const std::vector< Rate > &	rates () const
const std::vector< Handle< Quote > > &	quotes () const
Observer interface
void	update () override

YoYInflationTermStructure Interface
std::vector< Handle< Quote > >	quotes_
bool	indexIsInterpolated_
Date	baseDate_
Period	observationLag_
Rate	yoyRateImpl (Time t) const override

Detailed Description

template<class Interpolator>
class QuantExt::YoYInflationCurveObserverMoving< Interpolator >

Inflation term structure based on the interpolation of zero rates.