Reference manual - version qle_version
#include <qle/models/zeroinflationmodeltermstructure.hpp>
Public Member Functions | |
| ZeroInflationModelTermStructure (const QuantLib::ext::shared_ptr< CrossAssetModel > &model, QuantLib::Size index) | |
Observer interface | |
| void | update () override |
TermStructure interface | |
| QuantLib::Date | maxDate () const override |
| QuantLib::Time | maxTime () const override |
| const QuantLib::Date & | referenceDate () const override |
InflationTermStructure interface | |
| QuantLib::ext::shared_ptr< CrossAssetModel > | model_ |
| QuantLib::Size | index_ |
| QuantLib::Date | referenceDate_ |
| QuantLib::Time | relativeTime_ |
| QuantLib::Array | state_ |
| bool | enableCache_ = false |
| QuantLib::Date | baseDate () const override |
| virtual void | referenceDate (const QuantLib::Date &d) |
| Set the reference date. | |
| void | state (const QuantLib::Array &s) |
| Set the current state variables. | |
| void | move (const QuantLib::Date &d, const QuantLib::Array &s) |
Set the current state and move the reference date to date d. | |
| void | enableCache (const bool b=true) const |
| virtual void | clearCache () const |
| virtual void | checkState () const |
Base class for cross asset model implied zero inflation term structures.
The termstructure has the reference date of the model's term structure at construction, but you can vary this as well as the state. This purely time based variant is mainly here for performance reasons. Note that it does not provide the full term structure interface and does not send notifications on reference time updates.
| ZeroInflationModelTermStructure | ( | const QuantLib::ext::shared_ptr< CrossAssetModel > & | model, |
| QuantLib::Size | index ) |
Constructor taking the cross asset model, model, and the index of the relevant inflation component within the model, index.
|
protectedvirtual |
Override this method to perform checks on the state variable array when the state and move methods are called.
Reimplemented in DkImpliedZeroInflationTermStructure, and JyImpliedZeroInflationTermStructure.
