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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_inflation_term_structure.html">InflationTermStructure</a></div>
<h1>InflationTermStructure Class Reference</h1><!-- doxytag: class="QuantLib::InflationTermStructure" --><!-- doxytag: inherits="QuantLib::TermStructure" --><code>#include <ql/termstructures/inflationtermstructure.hpp></code>
<p>
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Inheritance diagram for InflationTermStructure:</div>
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<p><center><img src="class_quant_lib_1_1_inflation_term_structure__inherit__graph.png" border="0" usemap="#_inflation_term_structure__inherit__map" alt="Inheritance graph"></center>
<map name="_inflation_term_structure__inherit__map">
<area shape="rect" href="class_quant_lib_1_1_yo_y_inflation_term_structure.html" title="Base class for year-on-year inflation term structures." alt="" coords="5,161,195,188"><area shape="rect" href="class_quant_lib_1_1_zero_inflation_term_structure.html" title="Interface for zero inflation term structures." alt="" coords="219,161,413,188"><area shape="rect" href="class_quant_lib_1_1_term_structure.html" title="Basic term-structure functionality." alt="" coords="152,7,264,33"></map>
<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
<p>
<a href="class_quant_lib_1_1_inflation_term_structure-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Interface for inflation term structures.
<p>
<table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9d5c437961b8f9e30cffb723777ed7c6"></a><!-- doxytag: member="QuantLib::InflationTermStructure::maxDate" ref="9d5c437961b8f9e30cffb723777ed7c6" args="() const =0" -->
virtual <a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_inflation_term_structure.html#9d5c437961b8f9e30cffb723777ed7c6">maxDate</a> () const =0</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">the latest date for which the curve can return values <br></td></tr>
<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="22aaa4ace6601155df8b31af61b986ad"></a><!-- doxytag: member="QuantLib::InflationTermStructure::InflationTermStructure" ref="22aaa4ace6601155df8b31af61b986ad" args="(const Period &lag, Frequency frequency, Rate baseRate, const Handle< YieldTermStructure > &yTS, const DayCounter &dayCounter=DayCounter())" -->
</td><td class="memItemRight" valign="bottom"><b>InflationTermStructure</b> (const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &lag, <a class="el" href="group__datetime.html#g6d41db8ba0ea90d22df35889df452ada">Frequency</a> frequency, <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> baseRate, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > &yTS, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dayCounter=<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a>())</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5464f5c564828d60322d5e04cfc01c0f"></a><!-- doxytag: member="QuantLib::InflationTermStructure::InflationTermStructure" ref="5464f5c564828d60322d5e04cfc01c0f" args="(const Date &referenceDate, const Period &lag, Frequency frequency, Rate baseRate, const Handle< YieldTermStructure > &yTS, const Calendar &calendar=Calendar(), const DayCounter &dayCounter=DayCounter())" -->
</td><td class="memItemRight" valign="bottom"><b>InflationTermStructure</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &referenceDate, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &lag, <a class="el" href="group__datetime.html#g6d41db8ba0ea90d22df35889df452ada">Frequency</a> frequency, <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> baseRate, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > &yTS, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &calendar=<a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a>(), const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dayCounter=<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a>())</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="76b5de9f91e66a6d024101e2a7bd3734"></a><!-- doxytag: member="QuantLib::InflationTermStructure::InflationTermStructure" ref="76b5de9f91e66a6d024101e2a7bd3734" args="(Natural settlementDays, const Calendar &calendar, const Period &lag, Frequency frequency, Rate baseRate, const Handle< YieldTermStructure > &yTS, const DayCounter &dayCounter=DayCounter())" -->
</td><td class="memItemRight" valign="bottom"><b>InflationTermStructure</b> (<a class="el" href="group__types.html#g7e529c39c477ba1f5a22264d93e8457a">Natural</a> settlementDays, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &calendar, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &lag, <a class="el" href="group__datetime.html#g6d41db8ba0ea90d22df35889df452ada">Frequency</a> frequency, <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> baseRate, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > &yTS, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dayCounter=<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a>())</td></tr>
<tr><td colspan="2"><div class="groupHeader">Inflation interface</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="77d4d1107a0ac3166f0c1a72741d3a47"></a><!-- doxytag: member="QuantLib::InflationTermStructure::lag" ref="77d4d1107a0ac3166f0c1a72741d3a47" args="() const " -->
virtual <a class="el" href="class_quant_lib_1_1_period.html">Period</a> </td><td class="memItemRight" valign="bottom"><b>lag</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2d031749634662c6fd7dd3679f26a487"></a><!-- doxytag: member="QuantLib::InflationTermStructure::frequency" ref="2d031749634662c6fd7dd3679f26a487" args="() const " -->
virtual <a class="el" href="group__datetime.html#g6d41db8ba0ea90d22df35889df452ada">Frequency</a> </td><td class="memItemRight" valign="bottom"><b>frequency</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="be77aa235ba9aee6e834114803b51350"></a><!-- doxytag: member="QuantLib::InflationTermStructure::baseRate" ref="be77aa235ba9aee6e834114803b51350" args="() const " -->
virtual <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><b>baseRate</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e2bb2bbc5d9616449fe959c3612cf5ab"></a><!-- doxytag: member="QuantLib::InflationTermStructure::nominalTermStructure" ref="e2bb2bbc5d9616449fe959c3612cf5ab" args="() const " -->
virtual <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a><br>
< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > </td><td class="memItemRight" valign="bottom"><b>nominalTermStructure</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual <a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_inflation_term_structure.html#fec07013d98138f010a327210da23b50">baseDate</a> () const =0</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">minimum (base) date <a href="#fec07013d98138f010a327210da23b50"></a><br></td></tr>
<tr><td colspan="2"><br><h2>Protected Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c0e48993d8ea49b560dec3f8ee39c8aa"></a><!-- doxytag: member="QuantLib::InflationTermStructure::setBaseRate" ref="c0e48993d8ea49b560dec3f8ee39c8aa" args="(const Rate &r)" -->
virtual void </td><td class="memItemRight" valign="bottom"><b>setBaseRate</b> (const <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> &r)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="176ae6900633bdc8f22af01b99e7165b"></a><!-- doxytag: member="QuantLib::InflationTermStructure::checkRange" ref="176ae6900633bdc8f22af01b99e7165b" args="(const Date &, bool extrapolate) const " -->
void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_inflation_term_structure.html#176ae6900633bdc8f22af01b99e7165b">checkRange</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &, bool extrapolate) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">date-range check <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="63453af27c24ca1149b8c41d86174290"></a><!-- doxytag: member="QuantLib::InflationTermStructure::checkRange" ref="63453af27c24ca1149b8c41d86174290" args="(Time t, bool extrapolate) const " -->
void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_inflation_term_structure.html#63453af27c24ca1149b8c41d86174290">checkRange</a> (<a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t, bool extrapolate) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">time-range check <br></td></tr>
<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5ef7cd33f709692f345dd04e49955732"></a><!-- doxytag: member="QuantLib::InflationTermStructure::nominalTermStructure_" ref="5ef7cd33f709692f345dd04e49955732" args="" -->
<a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > </td><td class="memItemRight" valign="bottom"><b>nominalTermStructure_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="686092ffaa2ce9ba65a854d47a710a2b"></a><!-- doxytag: member="QuantLib::InflationTermStructure::lag_" ref="686092ffaa2ce9ba65a854d47a710a2b" args="" -->
<a class="el" href="class_quant_lib_1_1_period.html">Period</a> </td><td class="memItemRight" valign="bottom"><b>lag_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e358763dc753768bb42e898365204a9a"></a><!-- doxytag: member="QuantLib::InflationTermStructure::frequency_" ref="e358763dc753768bb42e898365204a9a" args="" -->
<a class="el" href="group__datetime.html#g6d41db8ba0ea90d22df35889df452ada">Frequency</a> </td><td class="memItemRight" valign="bottom"><b>frequency_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4eb4d174abedf4391dcf778cba6e7dd3"></a><!-- doxytag: member="QuantLib::InflationTermStructure::baseRate_" ref="4eb4d174abedf4391dcf778cba6e7dd3" args="" -->
<a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><b>baseRate_</b></td></tr>
</table>
<hr><h2>Member Function Documentation</h2>
<a class="anchor" name="fec07013d98138f010a327210da23b50"></a><!-- doxytag: member="QuantLib::InflationTermStructure::baseDate" ref="fec07013d98138f010a327210da23b50" args="() const =0" -->
<div class="memitem">
<div class="memproto">
<table class="memname">
<tr>
<td class="memname">virtual <a class="el" href="class_quant_lib_1_1_date.html">Date</a> baseDate </td>
<td>(</td>
<td class="paramname"> </td>
<td> ) </td>
<td width="100%"> const<code> [pure virtual]</code></td>
</tr>
</table>
</div>
<div class="memdoc">
<p>
minimum (base) date
<p>
Important in inflation since it starts before nominal reference date.
<p>Implemented in <a class="el" href="class_quant_lib_1_1_interpolated_yo_y_inflation_curve.html#872006051a1b47c481388e2f5313fd91">InterpolatedYoYInflationCurve</a>, <a class="el" href="class_quant_lib_1_1_interpolated_zero_inflation_curve.html#872006051a1b47c481388e2f5313fd91">InterpolatedZeroInflationCurve</a>, <a class="el" href="class_quant_lib_1_1_piecewise_yo_y_inflation_curve.html#872006051a1b47c481388e2f5313fd91">PiecewiseYoYInflationCurve</a>, and <a class="el" href="class_quant_lib_1_1_piecewise_zero_inflation_curve.html#872006051a1b47c481388e2f5313fd91">PiecewiseZeroInflationCurve</a>.</p>
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