#include <seasonality.hpp>
Inheritance diagram for KerkhofSeasonality:
Collaboration diagram for KerkhofSeasonality:
Public Member Functions | |
| KerkhofSeasonality (const Date &seasonalityBaseDate, const std::vector< Rate > &seasonalityFactors) | |
| Real | seasonalityFactor (const Date &to) const override |
| The factor returned is NOT normalized relative to ANYTHING. More... | |
| Public Member Functions inherited from MultiplicativePriceSeasonality | |
| MultiplicativePriceSeasonality ()=default | |
| MultiplicativePriceSeasonality (const Date &seasonalityBaseDate, Frequency frequency, const std::vector< Rate > &seasonalityFactors) | |
| virtual void | set (const Date &seasonalityBaseDate, Frequency frequency, const std::vector< Rate > &seasonalityFactors) |
| virtual Date | seasonalityBaseDate () const |
| inspectors More... | |
| virtual Frequency | frequency () const |
| virtual std::vector< Rate > | seasonalityFactors () const |
| virtual Rate | seasonalityFactor (const Date &d) const |
| The factor returned is NOT normalized relative to ANYTHING. More... | |
| Rate | correctZeroRate (const Date &d, Rate r, const InflationTermStructure &iTS) const override |
| Rate | correctYoYRate (const Date &d, Rate r, const InflationTermStructure &iTS) const override |
| bool | isConsistent (const InflationTermStructure &iTS) const override |
| ~MultiplicativePriceSeasonality () override=default | |
| Public Member Functions inherited from Seasonality | |
| virtual | ~Seasonality ()=default |
Protected Member Functions | |
| Rate | seasonalityCorrection (Rate rate, const Date &atDate, const DayCounter &dc, const Date &curveBaseDate, bool isZeroRate) const override |
| Protected Member Functions inherited from MultiplicativePriceSeasonality | |
| virtual void | validate () const |
Detailed Description
Definition at line 170 of file seasonality.hpp.
Constructor & Destructor Documentation
◆ KerkhofSeasonality()
| KerkhofSeasonality | ( | const Date & | seasonalityBaseDate, |
| const std::vector< Rate > & | seasonalityFactors | ||
| ) |
Definition at line 172 of file seasonality.hpp.
Member Function Documentation
◆ seasonalityFactor()
The factor returned is NOT normalized relative to ANYTHING.
Reimplemented from MultiplicativePriceSeasonality.
Definition at line 220 of file seasonality.cpp.
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◆ seasonalityCorrection()
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overrideprotectedvirtual |
Reimplemented from MultiplicativePriceSeasonality.
Definition at line 257 of file seasonality.cpp.
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