YoYInflationCurveObserverStatic< Interpolator > Class Template Reference

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

#include <qle/termstructures/yoyinflationcurveobserverstatic.hpp>

Inheritance diagram for YoYInflationCurveObserverStatic< Interpolator >:

Public Member Functions
	YoYInflationCurveObserverStatic (const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, const Period &lag, Frequency frequency, bool indexIsInterpolated, const std::vector< Date > &dates, 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
Date	maxDate () const
Rate	baseRate () const override
Inspectors
const std::vector< Date > &	dates () const
const std::vector< Time > &	times () const
const std::vector< Real > &	data () const
const std::vector< Rate > &	rates () const
std::vector< std::pair< Date, Rate > >	nodes () const
const std::vector< Handle< Quote > > &	quotes () const
Observer interface
void	update ()

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

Detailed Description

template<class Interpolator>
class QuantExt::YoYInflationCurveObserverStatic< Interpolator >

Inflation term structure based on the interpolation of zero rates.