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<!-- doxytag: class="QuantLib::InflationTermStructure" --><!-- doxytag: inherits="QuantLib::TermStructure" -->
<p>Interface for inflation term structures.
<a href="class_quant_lib_1_1_inflation_term_structure.html#details">More...</a></p>
<p><code>#include <ql/termstructures/inflationtermstructure.hpp></code></p>
<div class="dynheader">
Inheritance diagram for InflationTermStructure:</div>
<div class="dyncontent">
<div class="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"/></div>
<map name="_inflation_term_structure_inherit__map" id="_inflation_term_structure_inherit__map">
<area shape="rect" id="node5" href="class_quant_lib_1_1_c_p_i_cap_floor_term_price_surface.html" title="Provides cpi cap/floor prices by interpolation and put/call parity (not cap/floor/swap* parity)..." alt="" coords="357,5,555,35"/><area shape="rect" id="node7" href="class_quant_lib_1_1_yo_y_cap_floor_term_price_surface.html" title="Abstract base class, inheriting from InflationTermStructure." alt="" coords="356,58,556,89"/><area shape="rect" id="node9" href="class_quant_lib_1_1_yo_y_inflation_term_structure.html" title="Base class for year-on-year inflation term structures." alt="" coords="371,111,541,142"/><area shape="rect" id="node11" href="class_quant_lib_1_1_zero_inflation_term_structure.html" title="Interface for zero inflation term structures." alt="" coords="369,165,543,195"/><area shape="rect" id="node2" href="class_quant_lib_1_1_term_structure.html" title="Basic term-structure functionality." alt="" coords="5,85,109,115"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<p><a href="class_quant_lib_1_1_inflation_term_structure-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_inflation_term_structure.html#a603c78d1843c31d434dcd6f3379c43e3">setSeasonality</a> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_seasonality.html">Seasonality</a> > &seasonality=boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_seasonality.html">Seasonality</a> >())</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Functions to set and get seasonality. <a href="#a603c78d1843c31d434dcd6f3379c43e3"></a><br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4e1beb088ded9eb0a21435aa127d6e6b"></a><!-- doxytag: member="QuantLib::InflationTermStructure::seasonality" ref="a4e1beb088ded9eb0a21435aa127d6e6b" args="() const " -->
boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_seasonality.html">Seasonality</a> > </td><td class="memItemRight" valign="bottom"><b>seasonality</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7d2a2133961184adf82eee3508bc2db4"></a><!-- doxytag: member="QuantLib::InflationTermStructure::hasSeasonality" ref="a7d2a2133961184adf82eee3508bc2db4" args="() const " -->
bool </td><td class="memItemRight" valign="bottom"><b>hasSeasonality</b> () const </td></tr>
<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9214065f19ed6aed687d659f3178e846"></a><!-- doxytag: member="QuantLib::InflationTermStructure::InflationTermStructure" ref="a9214065f19ed6aed687d659f3178e846" args="(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 >())" -->
 </td><td class="memItemRight" valign="bottom"><b>InflationTermStructure</b> (<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> baseRate, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &<a class="el" href="class_quant_lib_1_1_inflation_term_structure.html#a44d0249f5e6de07f14d8b0255d499a38">observationLag</a>, <a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> frequency, bool indexIsInterpolated, 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> &<a class="el" href="class_quant_lib_1_1_term_structure.html#ac147d63df367bbe5282b76b1f98cb9be">dayCounter</a>=<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a>(), const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_seasonality.html">Seasonality</a> > &seasonality=boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_seasonality.html">Seasonality</a> >())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ada228b83be6416e909efa642ab4018fd"></a><!-- doxytag: member="QuantLib::InflationTermStructure::InflationTermStructure" ref="ada228b83be6416e909efa642ab4018fd" args="(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 >())" -->
 </td><td class="memItemRight" valign="bottom"><b>InflationTermStructure</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &<a class="el" href="class_quant_lib_1_1_term_structure.html#aa9ae6cc6009ac64d4f265065eab08be0">referenceDate</a>, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> baseRate, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &<a class="el" href="class_quant_lib_1_1_inflation_term_structure.html#a44d0249f5e6de07f14d8b0255d499a38">observationLag</a>, <a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> frequency, bool indexIsInterpolated, 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> &<a class="el" href="class_quant_lib_1_1_term_structure.html#ae9a0f3904cff2fe61596c593dd0b6448">calendar</a>=<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> &<a class="el" href="class_quant_lib_1_1_term_structure.html#ac147d63df367bbe5282b76b1f98cb9be">dayCounter</a>=<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a>(), const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_seasonality.html">Seasonality</a> > &seasonality=boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_seasonality.html">Seasonality</a> >())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4d0581c97230aa967c13cdcc34e26285"></a><!-- doxytag: member="QuantLib::InflationTermStructure::InflationTermStructure" ref="a4d0581c97230aa967c13cdcc34e26285" args="(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 >())" -->
 </td><td class="memItemRight" valign="bottom"><b>InflationTermStructure</b> (<a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> <a class="el" href="class_quant_lib_1_1_term_structure.html#ab6506da60fec85c6f146f1b43116de70">settlementDays</a>, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &<a class="el" href="class_quant_lib_1_1_term_structure.html#ae9a0f3904cff2fe61596c593dd0b6448">calendar</a>, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> baseRate, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &<a class="el" href="class_quant_lib_1_1_inflation_term_structure.html#a44d0249f5e6de07f14d8b0255d499a38">observationLag</a>, <a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> frequency, bool indexIsInterpolated, 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> &<a class="el" href="class_quant_lib_1_1_term_structure.html#ac147d63df367bbe5282b76b1f98cb9be">dayCounter</a>=<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a>(), const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_seasonality.html">Seasonality</a> > &seasonality=boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_seasonality.html">Seasonality</a> >())</td></tr>
<tr><td colspan="2"><div class="groupHeader">Inflation interface</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">virtual <a class="el" href="class_quant_lib_1_1_period.html">Period</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_inflation_term_structure.html#a44d0249f5e6de07f14d8b0255d499a38">observationLag</a> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a70fafd3d3f212d824101e977784dbcf5"></a><!-- doxytag: member="QuantLib::InflationTermStructure::frequency" ref="a70fafd3d3f212d824101e977784dbcf5" args="() const " -->
virtual <a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> </td><td class="memItemRight" valign="bottom"><b>frequency</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aae3d0e9ffbf211a4d81973d0b822cfac"></a><!-- doxytag: member="QuantLib::InflationTermStructure::indexIsInterpolated" ref="aae3d0e9ffbf211a4d81973d0b822cfac" args="() const " -->
virtual bool </td><td class="memItemRight" valign="bottom"><b>indexIsInterpolated</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0c4124ee5502dfbab1f138f498e41199"></a><!-- doxytag: member="QuantLib::InflationTermStructure::baseRate" ref="a0c4124ee5502dfbab1f138f498e41199" args="() const " -->
virtual <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><b>baseRate</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af684fb79502d793c8bd59583a423646b"></a><!-- doxytag: member="QuantLib::InflationTermStructure::nominalTermStructure" ref="af684fb79502d793c8bd59583a423646b" args="() const " -->
virtual <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a><br class="typebreak"/>
< <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" 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#afec07013d98138f010a327210da23b50">baseDate</a> () const =0</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">minimum (base) date <a href="#afec07013d98138f010a327210da23b50"></a><br/></td></tr>
<tr><td colspan="2"><h2><a name="pro-methods"></a>
Protected Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac0e48993d8ea49b560dec3f8ee39c8aa"></a><!-- doxytag: member="QuantLib::InflationTermStructure::setBaseRate" ref="ac0e48993d8ea49b560dec3f8ee39c8aa" args="(const Rate &r)" -->
virtual void </td><td class="memItemRight" valign="bottom"><b>setBaseRate</b> (const <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> &r)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a176ae6900633bdc8f22af01b99e7165b"></a><!-- doxytag: member="QuantLib::InflationTermStructure::checkRange" ref="a176ae6900633bdc8f22af01b99e7165b" 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#a176ae6900633bdc8f22af01b99e7165b">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" align="right" valign="top"><a class="anchor" id="a63453af27c24ca1149b8c41d86174290"></a><!-- doxytag: member="QuantLib::InflationTermStructure::checkRange" ref="a63453af27c24ca1149b8c41d86174290" 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#a63453af27c24ca1149b8c41d86174290">checkRange</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">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"><h2><a name="pro-attribs"></a>
Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7ed106a8c904d9bbda7a2d2de24da7c7"></a><!-- doxytag: member="QuantLib::InflationTermStructure::seasonality_" ref="a7ed106a8c904d9bbda7a2d2de24da7c7" args="" -->
boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_seasonality.html">Seasonality</a> > </td><td class="memItemRight" valign="bottom"><b>seasonality_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2f0b22e1c17db6dd8f558f4dfc8dfff6"></a><!-- doxytag: member="QuantLib::InflationTermStructure::observationLag_" ref="a2f0b22e1c17db6dd8f558f4dfc8dfff6" args="" -->
<a class="el" href="class_quant_lib_1_1_period.html">Period</a> </td><td class="memItemRight" valign="bottom"><b>observationLag_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae358763dc753768bb42e898365204a9a"></a><!-- doxytag: member="QuantLib::InflationTermStructure::frequency_" ref="ae358763dc753768bb42e898365204a9a" args="" -->
<a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> </td><td class="memItemRight" valign="bottom"><b>frequency_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5efd9d78315713e82ef9c956ebe86eb4"></a><!-- doxytag: member="QuantLib::InflationTermStructure::indexIsInterpolated_" ref="a5efd9d78315713e82ef9c956ebe86eb4" args="" -->
bool </td><td class="memItemRight" valign="bottom"><b>indexIsInterpolated_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4eb4d174abedf4391dcf778cba6e7dd3"></a><!-- doxytag: member="QuantLib::InflationTermStructure::baseRate_" ref="a4eb4d174abedf4391dcf778cba6e7dd3" args="" -->
<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><b>baseRate_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5ef7cd33f709692f345dd04e49955732"></a><!-- doxytag: member="QuantLib::InflationTermStructure::nominalTermStructure_" ref="a5ef7cd33f709692f345dd04e49955732" 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>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Interface for inflation term structures. </p>
</div><hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="a44d0249f5e6de07f14d8b0255d499a38"></a><!-- doxytag: member="QuantLib::InflationTermStructure::observationLag" ref="a44d0249f5e6de07f14d8b0255d499a38" args="() const " -->
<div class="memitem">
<div class="memproto">
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<td class="memname"><a class="el" href="class_quant_lib_1_1_period.html">Period</a> <a class="el" href="class_quant_lib_1_1_inflation_term_structure.html#a44d0249f5e6de07f14d8b0255d499a38">observationLag</a> </td>
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<p>The TS observes with a lag that is usually different from the availability lag of the index. An inflation rate is given, by default, for the maturity requested assuming this lag. </p>
<p>Reimplemented in <a class="el" href="class_quant_lib_1_1_c_p_i_cap_floor_term_price_surface.html#a44d0249f5e6de07f14d8b0255d499a38">CPICapFloorTermPriceSurface</a>.</p>
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<a class="anchor" id="afec07013d98138f010a327210da23b50"></a><!-- doxytag: member="QuantLib::InflationTermStructure::baseDate" ref="afec07013d98138f010a327210da23b50" args="() const =0" -->
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<td class="memname">virtual <a class="el" href="class_quant_lib_1_1_date.html">Date</a> <a class="el" href="class_quant_lib_1_1_inflation_term_structure.html#afec07013d98138f010a327210da23b50">baseDate</a> </td>
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<p>minimum (base) date </p>
<p>Important in inflation since it starts before nominal reference date. Changes depending whether index is interpolated or not. When interpolated the base date is just observation lag before nominal. When not interpolated it is the beginning of the relevant period (hence it is easy to create interpolated fixings from a not-interpolated curve because interpolation, usually, of fixings is forward looking). </p>
<p>Implemented in <a class="el" href="class_quant_lib_1_1_c_p_i_cap_floor_term_price_surface.html#a872006051a1b47c481388e2f5313fd91">CPICapFloorTermPriceSurface</a>, <a class="el" href="class_quant_lib_1_1_piecewise_yo_y_inflation_curve.html#a872006051a1b47c481388e2f5313fd91">PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits ></a>, <a class="el" href="class_quant_lib_1_1_piecewise_zero_inflation_curve.html#a872006051a1b47c481388e2f5313fd91">PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits ></a>, <a class="el" href="class_quant_lib_1_1_interpolated_yo_y_inflation_curve.html#a872006051a1b47c481388e2f5313fd91">InterpolatedYoYInflationCurve< Interpolator ></a>, and <a class="el" href="class_quant_lib_1_1_interpolated_zero_inflation_curve.html#a872006051a1b47c481388e2f5313fd91">InterpolatedZeroInflationCurve< Interpolator ></a>.</p>
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<a class="anchor" id="a603c78d1843c31d434dcd6f3379c43e3"></a><!-- doxytag: member="QuantLib::InflationTermStructure::setSeasonality" ref="a603c78d1843c31d434dcd6f3379c43e3" args="(const boost::shared_ptr< Seasonality > &seasonality=boost::shared_ptr< Seasonality >())" -->
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<td class="memname">void <a class="el" href="class_quant_lib_1_1_inflation_term_structure.html#a603c78d1843c31d434dcd6f3379c43e3">setSeasonality</a> </td>
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<td class="paramtype">const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_seasonality.html">Seasonality</a> > & </td>
<td class="paramname"><em>seasonality</em> = <code>boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_seasonality.html">Seasonality</a> >()</code></td><td>)</td>
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<p>Functions to set and get seasonality. </p>
<p>Calling setSeasonality with no arguments means unsetting as the default is used to choose unsetting. </p>
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