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<title>QuantLib: InterpolatedYoYInflationCurve Class Template Reference</title>
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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_interpolated_yo_y_inflation_curve.html">InterpolatedYoYInflationCurve</a></div>
<h1>InterpolatedYoYInflationCurve Class Template Reference</h1><!-- doxytag: class="QuantLib::InterpolatedYoYInflationCurve" --><!-- doxytag: inherits="QuantLib::YoYInflationTermStructure" --><code>#include <ql/termstructures/inflation/interpolatedyoyinflationcurve.hpp></code>
<p>
<div class="dynheader">
Inheritance diagram for InterpolatedYoYInflationCurve:</div>
<div class="dynsection">
<p><center><img src="class_quant_lib_1_1_interpolated_yo_y_inflation_curve__inherit__graph.png" border="0" usemap="#_interpolated_yo_y_inflation_curve__inherit__map" alt="Inheritance graph"></center>
<map name="_interpolated_yo_y_inflation_curve__inherit__map">
<area shape="rect" href="class_quant_lib_1_1_piecewise_yo_y_inflation_curve.html" title="Piecewise year-on-year inflation term structure." alt="" coords="5,161,312,188"><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="64,7,253,33"></map>
<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
<p>
<a href="class_quant_lib_1_1_interpolated_yo_y_inflation_curve-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
<h3>template<class Interpolator><br>
class QuantLib::InterpolatedYoYInflationCurve< Interpolator ></h3>
Inflation term structure based on interpolated year-on-year rates.
<p>
<dl class="note" compact><dt><b>Note:</b></dt><dd>The provided rates are not YY inflation-swap quotes. </dd></dl>
<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="f0ab6abf662c393d8dd3bf9cd7a9637d"></a><!-- doxytag: member="QuantLib::InterpolatedYoYInflationCurve::InterpolatedYoYInflationCurve" ref="f0ab6abf662c393d8dd3bf9cd7a9637d" args="(const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, const Period &lag, Frequency frequency, const Handle< YieldTermStructure > &yTS, const std::vector< Date > &dates, const std::vector< Rate > &rates, const Interpolator &interpolator=Interpolator())" -->
</td><td class="memItemRight" valign="bottom"><b>InterpolatedYoYInflationCurve</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_calendar.html">Calendar</a> &calendar, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dayCounter, 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, 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 std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > &dates, const std::vector< <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> > &rates, const Interpolator &interpolator=Interpolator())</td></tr>
<tr><td colspan="2"><div class="groupHeader">InflationTermStructure interface</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><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_interpolated_yo_y_inflation_curve.html#872006051a1b47c481388e2f5313fd91">baseDate</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">minimum (base) date <a href="#872006051a1b47c481388e2f5313fd91"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="74d8fc5480ca811db8332b7b30597fe9"></a><!-- doxytag: member="QuantLib::InterpolatedYoYInflationCurve::maxDate" ref="74d8fc5480ca811db8332b7b30597fe9" args="() const " -->
<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_interpolated_yo_y_inflation_curve.html#74d8fc5480ca811db8332b7b30597fe9">maxDate</a> () const </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">Inspectors</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="021de10463e6e18e294494d7cbb2b75d"></a><!-- doxytag: member="QuantLib::InterpolatedYoYInflationCurve::dates" ref="021de10463e6e18e294494d7cbb2b75d" args="() const " -->
const std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > & </td><td class="memItemRight" valign="bottom"><b>dates</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a338cfa77dc3c8dc467f4225459094fd"></a><!-- doxytag: member="QuantLib::InterpolatedYoYInflationCurve::times" ref="a338cfa77dc3c8dc467f4225459094fd" args="() const " -->
const std::vector< <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > & </td><td class="memItemRight" valign="bottom"><b>times</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="35b228cdc9b475616865d3d093877ed0"></a><!-- doxytag: member="QuantLib::InterpolatedYoYInflationCurve::rates" ref="35b228cdc9b475616865d3d093877ed0" args="() const " -->
const std::vector< <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> > & </td><td class="memItemRight" valign="bottom"><b>rates</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e36e55af23c117164f4329ad5daa9adf"></a><!-- doxytag: member="QuantLib::InterpolatedYoYInflationCurve::nodes" ref="e36e55af23c117164f4329ad5daa9adf" args="() const " -->
std::vector< std::pair< <a class="el" href="class_quant_lib_1_1_date.html">Date</a>,<br>
<a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> > > </td><td class="memItemRight" valign="bottom"><b>nodes</b> () const </td></tr>
<tr><td colspan="2"><br><h2>Protected Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interpolated_yo_y_inflation_curve.html#ba8d0d88107ee86d5469e4dc9b734866">InterpolatedYoYInflationCurve</a> (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_calendar.html">Calendar</a> &calendar, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dayCounter, 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> baseYoYRate, 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 Interpolator &interpolator=Interpolator())</td></tr>
<tr><td colspan="2"><div class="groupHeader">YoYInflationTermStructure interface</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2e2a01a333c4d7280473276ed302be13"></a><!-- doxytag: member="QuantLib::InterpolatedYoYInflationCurve::yoyRateImpl" ref="2e2a01a333c4d7280473276ed302be13" args="(Time t) const " -->
<a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interpolated_yo_y_inflation_curve.html#2e2a01a333c4d7280473276ed302be13">yoyRateImpl</a> (<a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">to be defined in derived classes <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="361b6eadf2fb8b49e1a53073e0f8f11d"></a><!-- doxytag: member="QuantLib::InterpolatedYoYInflationCurve::dates_" ref="361b6eadf2fb8b49e1a53073e0f8f11d" args="" -->
std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > </td><td class="memItemRight" valign="bottom"><b>dates_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="63b1ac1fe6074fcd9789119e547d4812"></a><!-- doxytag: member="QuantLib::InterpolatedYoYInflationCurve::times_" ref="63b1ac1fe6074fcd9789119e547d4812" args="" -->
std::vector< <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > </td><td class="memItemRight" valign="bottom"><b>times_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2cfdb13a3f0fbd4efe7a0cf58b237163"></a><!-- doxytag: member="QuantLib::InterpolatedYoYInflationCurve::data_" ref="2cfdb13a3f0fbd4efe7a0cf58b237163" args="" -->
std::vector< <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> > </td><td class="memItemRight" valign="bottom"><b>data_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6633ee38a9d12ce3e342081d39e98fd0"></a><!-- doxytag: member="QuantLib::InterpolatedYoYInflationCurve::interpolation_" ref="6633ee38a9d12ce3e342081d39e98fd0" args="" -->
<a class="el" href="class_quant_lib_1_1_interpolation.html">Interpolation</a> </td><td class="memItemRight" valign="bottom"><b>interpolation_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4b466578f592f91a3a636714cbcdfa20"></a><!-- doxytag: member="QuantLib::InterpolatedYoYInflationCurve::interpolator_" ref="4b466578f592f91a3a636714cbcdfa20" args="" -->
Interpolator </td><td class="memItemRight" valign="bottom"><b>interpolator_</b></td></tr>
</table>
<hr><h2>Constructor & Destructor Documentation</h2>
<a class="anchor" name="ba8d0d88107ee86d5469e4dc9b734866"></a><!-- doxytag: member="QuantLib::InterpolatedYoYInflationCurve::InterpolatedYoYInflationCurve" ref="ba8d0d88107ee86d5469e4dc9b734866" args="(const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, const Period &lag, Frequency frequency, Rate baseYoYRate, const Handle< YieldTermStructure > &yTS, const Interpolator &interpolator=Interpolator())" -->
<div class="memitem">
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<td class="memname"><a class="el" href="class_quant_lib_1_1_interpolated_yo_y_inflation_curve.html">InterpolatedYoYInflationCurve</a> </td>
<td>(</td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td>
<td class="paramname"> <em>referenceDate</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> & </td>
<td class="paramname"> <em>calendar</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> & </td>
<td class="paramname"> <em>dayCounter</em>, </td>
</tr>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> & </td>
<td class="paramname"> <em>lag</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__datetime.html#g6d41db8ba0ea90d22df35889df452ada">Frequency</a> </td>
<td class="paramname"> <em>frequency</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> </td>
<td class="paramname"> <em>baseYoYRate</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">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> > & </td>
<td class="paramname"> <em>yTS</em>, </td>
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<td class="paramkey"></td>
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<td class="paramtype">const Interpolator & </td>
<td class="paramname"> <em>interpolator</em> = <code>Interpolator()</code></td><td> </td>
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<td></td>
<td>)</td>
<td></td><td></td><td width="100%"><code> [protected]</code></td>
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<p>
Protected version for use when descendents don't want to (or can't) provide the points for interpolation on construction.
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<hr><h2>Member Function Documentation</h2>
<a class="anchor" name="872006051a1b47c481388e2f5313fd91"></a><!-- doxytag: member="QuantLib::InterpolatedYoYInflationCurve::baseDate" ref="872006051a1b47c481388e2f5313fd91" args="() const " -->
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<td class="memname"><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> [virtual]</code></td>
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<p>
minimum (base) date
<p>
Important in inflation since it starts before nominal reference date.
<p>Implements <a class="el" href="class_quant_lib_1_1_inflation_term_structure.html#fec07013d98138f010a327210da23b50">InflationTermStructure</a>.</p>
<p>Reimplemented in <a class="el" href="class_quant_lib_1_1_piecewise_yo_y_inflation_curve.html#872006051a1b47c481388e2f5313fd91">PiecewiseYoYInflationCurve</a>.</p>
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