Interface for zero inflation term structures. More...
#include <ql/termstructures/inflationtermstructure.hpp>
 Inheritance diagram for ZeroInflationTermStructure:
 Inheritance diagram for ZeroInflationTermStructure:| Public Member Functions | |
| Constructors | |
| ZeroInflationTermStructure (const DayCounter &dayCounter, Rate baseZeroRate, const Period &lag, Frequency frequency, bool indexIsInterpolated, const Handle< YieldTermStructure > &yTS, const boost::shared_ptr< Seasonality > &seasonality=boost::shared_ptr< Seasonality >()) | |
| ZeroInflationTermStructure (const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, Rate baseZeroRate, const Period &lag, Frequency frequency, const bool indexIsInterpolated, const Handle< YieldTermStructure > &yTS, const boost::shared_ptr< Seasonality > &seasonality=boost::shared_ptr< Seasonality >()) | |
| ZeroInflationTermStructure (Natural settlementDays, const Calendar &calendar, const DayCounter &dayCounter, Rate baseZeroRate, const Period &lag, Frequency frequency, bool indexIsInterpolated, const Handle< YieldTermStructure > &yTS, const boost::shared_ptr< Seasonality > &seasonality=boost::shared_ptr< Seasonality >()) | |
| Inspectors | |
| Rate | zeroRate (const Date &d, const Period &instObsLag=Period(-1, Days), bool forceLinearInterpolation=false, bool extrapolate=false) const | 
| zero-coupon inflation rate.  More... | |
| Rate | zeroRate (Time t, bool extrapolate=false) const | 
| zero-coupon inflation rate.  More... | |
|  Public Member Functions inherited from InflationTermStructure | |
| void | setSeasonality (const boost::shared_ptr< Seasonality > &seasonality=boost::shared_ptr< Seasonality >()) | 
| Functions to set and get seasonality.  More... | |
| boost::shared_ptr< Seasonality > | seasonality () const | 
| bool | hasSeasonality () const | 
| InflationTermStructure (Rate baseRate, const Period &observationLag, Frequency frequency, bool indexIsInterpolated, const Handle< YieldTermStructure > &yTS, const DayCounter &dayCounter=DayCounter(), const boost::shared_ptr< Seasonality > &seasonality=boost::shared_ptr< Seasonality >()) | |
| InflationTermStructure (const Date &referenceDate, Rate baseRate, const Period &observationLag, Frequency frequency, bool indexIsInterpolated, const Handle< YieldTermStructure > &yTS, const Calendar &calendar=Calendar(), const DayCounter &dayCounter=DayCounter(), const boost::shared_ptr< Seasonality > &seasonality=boost::shared_ptr< Seasonality >()) | |
| InflationTermStructure (Natural settlementDays, const Calendar &calendar, Rate baseRate, const Period &observationLag, Frequency frequency, bool indexIsInterpolated, const Handle< YieldTermStructure > &yTS, const DayCounter &dayCounter=DayCounter(), const boost::shared_ptr< Seasonality > &seasonality=boost::shared_ptr< Seasonality >()) | |
| virtual Period | observationLag () const | 
| virtual Frequency | frequency () const | 
| virtual bool | indexIsInterpolated () const | 
| virtual Rate | baseRate () const | 
| virtual Handle< YieldTermStructure > | nominalTermStructure () const | 
| virtual Date | baseDate () const =0 | 
| minimum (base) date  More... | |
|  Public Member Functions inherited from TermStructure | |
| TermStructure (const DayCounter &dc=DayCounter()) | |
| default constructor  More... | |
| TermStructure (const Date &referenceDate, const Calendar &calendar=Calendar(), const DayCounter &dc=DayCounter()) | |
| initialize with a fixed reference date | |
| TermStructure (Natural settlementDays, const Calendar &, const 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 () | 
|  Public Member Functions inherited from Observer | |
| Observer (const Observer &) | |
| Observer & | operator= (const Observer &) | 
| std::pair< iterator, bool > | registerWith (const boost::shared_ptr< Observable > &) | 
| void | registerWithObservables (const boost::shared_ptr< Observer > &) | 
| Size | unregisterWith (const boost::shared_ptr< Observable > &) | 
| void | unregisterWithAll () | 
| virtual void | deepUpdate () | 
|  Public Member Functions inherited from Observable | |
| Observable (const Observable &) | |
| Observable & | operator= (const Observable &) | 
| 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 | |
| Protected Member Functions | |
| virtual Rate | zeroRateImpl (Time t) const =0 | 
| to be defined in derived classes | |
|  Protected Member Functions inherited from InflationTermStructure | |
| virtual void | setBaseRate (const Rate &r) | 
| void | checkRange (const Date &, bool extrapolate) const | 
| void | checkRange (Time t, bool extrapolate) const | 
|  Protected Member Functions inherited from TermStructure | |
| void | checkRange (const Date &d, bool extrapolate) const | 
| date-range check | |
| void | checkRange (Time t, bool extrapolate) const | 
| time-range check | |
| Additional Inherited Members | |
|  Public Types inherited from Observer | |
| typedef std::set< boost::shared_ptr< Observable > > | set_type | 
| typedef set_type::iterator | iterator | 
|  Protected Attributes inherited from InflationTermStructure | |
| boost::shared_ptr< Seasonality > | seasonality_ | 
| Period | observationLag_ | 
| Frequency | frequency_ | 
| bool | indexIsInterpolated_ | 
| Rate | baseRate_ | 
| Handle< YieldTermStructure > | nominalTermStructure_ | 
|  Protected Attributes inherited from TermStructure | |
| bool | moving_ | 
| bool | updated_ | 
| Calendar | calendar_ | 
Interface for zero inflation term structures.
| Rate zeroRate | ( | const Date & | d, | 
| const Period & | instObsLag = Period(-1, Days), | ||
| bool | forceLinearInterpolation = false, | ||
| bool | extrapolate = false | ||
| ) | const | 
zero-coupon inflation rate.
Essentially the fair rate for a zero-coupon inflation swap (by definition), i.e. the zero term structure uses yearly compounding, which is assumed for ZCIIS instrument quotes.