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<title>QuantLib: ZeroInflationTermStructure Class 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_zero_inflation_term_structure.html">ZeroInflationTermStructure</a></div>
<h1>ZeroInflationTermStructure Class Reference</h1><!-- doxytag: class="QuantLib::ZeroInflationTermStructure" --><!-- doxytag: inherits="QuantLib::InflationTermStructure" --><code>#include <ql/termstructures/inflationtermstructure.hpp></code>
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Inheritance diagram for ZeroInflationTermStructure:</div>
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<p><center><img src="class_quant_lib_1_1_zero_inflation_term_structure__inherit__graph.png" border="0" usemap="#_zero_inflation_term_structure__inherit__map" alt="Inheritance graph"></center>
<map name="_zero_inflation_term_structure__inherit__map">
<area shape="rect" href="class_quant_lib_1_1_interpolated_zero_inflation_curve.html" title="Inflation term structure based on the interpolation of zero rates." alt="" coords="5,161,227,188"><area shape="rect" href="class_quant_lib_1_1_inflation_term_structure.html" title="Interface for inflation term structures." alt="" coords="33,7,199,33"></map>
<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
<p>
<a href="class_quant_lib_1_1_zero_inflation_term_structure-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Interface for zero inflation term structures. <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 colspan="2"><div class="groupHeader">Constructors</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f75891d452f848b75a61fad9112eb0af"></a><!-- doxytag: member="QuantLib::ZeroInflationTermStructure::ZeroInflationTermStructure" ref="f75891d452f848b75a61fad9112eb0af" args="(const DayCounter &dayCounter, const Period &lag, Frequency frequency, Rate baseZeroRate, const Handle< YieldTermStructure > &yTS)" -->
</td><td class="memItemRight" valign="bottom"><b>ZeroInflationTermStructure</b> (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> baseZeroRate, 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)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5872cfebb8da7d047c11792a4d3c8068"></a><!-- doxytag: member="QuantLib::ZeroInflationTermStructure::ZeroInflationTermStructure" ref="5872cfebb8da7d047c11792a4d3c8068" args="(const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, const Period &lag, Frequency frequency, Rate baseZeroRate, const Handle< YieldTermStructure > &yTS)" -->
</td><td class="memItemRight" valign="bottom"><b>ZeroInflationTermStructure</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, <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> baseZeroRate, 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)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1247e4c1683bbd6309fffbc3b00e3963"></a><!-- doxytag: member="QuantLib::ZeroInflationTermStructure::ZeroInflationTermStructure" ref="1247e4c1683bbd6309fffbc3b00e3963" args="(Natural settlementDays, const Calendar &calendar, const DayCounter &dayCounter, const Period &lag, Frequency frequency, Rate baseZeroRate, const Handle< YieldTermStructure > &yTS)" -->
</td><td class="memItemRight" valign="bottom"><b>ZeroInflationTermStructure</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_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> baseZeroRate, 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)</td></tr>
<tr><td colspan="2"><div class="groupHeader">Inspectors</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><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_zero_inflation_term_structure.html#8700818cc76b1da2ca6a0c246f0df424">zeroRate</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d, bool extrapolate=false) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">zero-coupon inflation rate <a href="#8700818cc76b1da2ca6a0c246f0df424"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8f53e7de10a1fd168a5cafe1f5b924bf"></a><!-- doxytag: member="QuantLib::ZeroInflationTermStructure::zeroRate" ref="8f53e7de10a1fd168a5cafe1f5b924bf" args="(Time t, bool extrapolate=false) const " -->
<a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><b>zeroRate</b> (<a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t, bool extrapolate=false) const </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="ca52e7fe785fca72b56319107c8f47b0"></a><!-- doxytag: member="QuantLib::ZeroInflationTermStructure::zeroRateImpl" ref="ca52e7fe785fca72b56319107c8f47b0" args="(Time t) const =0" -->
virtual <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_zero_inflation_term_structure.html#ca52e7fe785fca72b56319107c8f47b0">zeroRateImpl</a> (<a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t) const =0</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">to be defined in derived classes <br></td></tr>
</table>
<hr><h2>Member Function Documentation</h2>
<a class="anchor" name="8700818cc76b1da2ca6a0c246f0df424"></a><!-- doxytag: member="QuantLib::ZeroInflationTermStructure::zeroRate" ref="8700818cc76b1da2ca6a0c246f0df424" args="(const Date &d, bool extrapolate=false) const " -->
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<div class="memproto">
<table class="memname">
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<td class="memname"><a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> zeroRate </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>d</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">bool </td>
<td class="paramname"> <em>extrapolate</em> = <code>false</code></td><td> </td>
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<td></td>
<td>)</td>
<td></td><td></td><td width="100%"> const</td>
</tr>
</table>
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<div class="memdoc">
<p>
zero-coupon inflation rate
<p>
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.
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