InflationTermStructure Class Reference

Interface for inflation term structures. More...

#include <ql/termstructures/inflationtermstructure.hpp>

Inheritance diagram for InflationTermStructure:

Public Member Functions
Constructors
	InflationTermStructure (Date baseDate, Frequency frequency, const DayCounter &dayCounter=DayCounter(), ext::shared_ptr< Seasonality > seasonality={}, Rate baseRate=Null< Rate >())
	InflationTermStructure (const Date &referenceDate, Date baseDate, Frequency frequency, const DayCounter &dayCounter=DayCounter(), ext::shared_ptr< Seasonality > seasonality={}, Rate baseRate=Null< Rate >())
	InflationTermStructure (Natural settlementDays, const Calendar &calendar, Date baseDate, Frequency frequency, const DayCounter &dayCounter=DayCounter(), ext::shared_ptr< Seasonality > seasonality={}, Rate baseRate=Null< Rate >())
Inflation interface
virtual Period	observationLag () const
virtual Frequency	frequency () const
virtual Rate	baseRate () const
virtual Date	baseDate () const
	minimum (base) date
bool	hasExplicitBaseDate () const
Public Member Functions inherited from TermStructure
	TermStructure (DayCounter dc=DayCounter())
	default constructor
	TermStructure (const Date &referenceDate, Calendar calendar=Calendar(), DayCounter dc=DayCounter())
	initialize with a fixed reference date
	TermStructure (Natural settlementDays, Calendar, DayCounter dc=DayCounter())
	calculate the reference date based on the global evaluation date
virtual DayCounter	dayCounter () const
	the day counter used for date/time conversion
Time	timeFromReference (const Date &date) const
	date/time conversion
virtual Date	maxDate () const =0
	the latest date for which the curve can return values
virtual Time	maxTime () const
	the latest time for which the curve can return values
virtual const Date &	referenceDate () const
	the date at which discount = 1.0 and/or variance = 0.0
virtual Calendar	calendar () const
	the calendar used for reference and/or option date calculation
virtual Natural	settlementDays () const
	the settlementDays used for reference date calculation
void	update () override
Public Member Functions inherited from Observer
	Observer (const Observer &)
Observer &	operator= (const Observer &)
std::pair< iterator, bool >	registerWith (const ext::shared_ptr< Observable > &)
void	registerWithObservables (const ext::shared_ptr< Observer > &)
Size	unregisterWith (const ext::shared_ptr< Observable > &)
void	unregisterWithAll ()
virtual void	deepUpdate ()
Public Member Functions inherited from Observable
	Observable (const Observable &)
Observable &	operator= (const Observable &)
	Observable (Observable &&)=delete
Observable &	operator= (Observable &&)=delete
void	notifyObservers ()
Public Member Functions inherited from Extrapolator
void	enableExtrapolation (bool b=true)
	enable extrapolation in subsequent calls
void	disableExtrapolation (bool b=true)
	disable extrapolation in subsequent calls
bool	allowsExtrapolation () const
	tells whether extrapolation is enabled

Seasonality
ext::shared_ptr< Seasonality >	seasonality_
Period	observationLag_
Frequency	frequency_
Rate	baseRate_
Date	baseDate_
void	setSeasonality (const ext::shared_ptr< Seasonality > &seasonality)
ext::shared_ptr< Seasonality >	seasonality () const
bool	hasSeasonality () const
void	checkRange (const Date &, bool extrapolate) const
void	checkRange (Time t, bool extrapolate) const

Additional Inherited Members
Public Types inherited from Observer
typedef set_type::iterator	iterator
void	checkRange (const Date &d, bool extrapolate) const
	date-range check
void	checkRange (Time t, bool extrapolate) const
	time-range check
bool	moving_ = false
bool	updated_ = true
Calendar	calendar_

Detailed Description

Interface for inflation term structures.

Member Function Documentation

observationLag()

Period observationLag ( ) const

virtual

Deprecated

Do not use; inflation curves always have an explicit base date now. Deprecated in version 1.39.

baseDate()

virtual Date baseDate ( ) const

virtual

minimum (base) date

The last date for which we have information.

Reimplemented in PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits >, PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits >, and PiecewiseZeroInflationCurve< Interpolator, IterativeBootstrap, ZeroInflationTraits >.

hasExplicitBaseDate()

bool hasExplicitBaseDate

(

)

const

Deprecated

Do not use; inflation curves always have an explicit base date now. Deprecated in version 1.39.

Member Data Documentation

observationLag_

Period observationLag_

protected

Deprecated

Do not use; inflation curves always have an explicit base date now. Deprecated in version 1.39.