- QuantLib
- ZeroInflationTermStructure
 
Interface for zero inflation term structures. More...
#include <ql/termstructures/inflationtermstructure.hpp>

| 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. | |
| Rate | zeroRate (Time t, bool extrapolate=false) const | 
| zero-coupon inflation rate. | |
| Protected Member Functions | |
| virtual Rate | zeroRateImpl (Time t) const =0 | 
| to be defined in derived classes | |
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.