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<li class="navelem"><a class="el" href="class_quant_lib_1_1_interpolated_zero_inflation_curve.html">InterpolatedZeroInflationCurve</a> </li>
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<div class="title">InterpolatedZeroInflationCurve< Interpolator > Class Template Reference</div> </div>
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<!-- doxytag: class="QuantLib::InterpolatedZeroInflationCurve" --><!-- doxytag: inherits="QuantLib::ZeroInflationTermStructure,QuantLib::InterpolatedCurve" -->
<p>Inflation term structure based on the interpolation of zero rates.
<a href="class_quant_lib_1_1_interpolated_zero_inflation_curve.html#details">More...</a></p>
<p><code>#include <ql/termstructures/inflation/interpolatedzeroinflationcurve.hpp></code></p>
<div class="dynheader">
Inheritance diagram for InterpolatedZeroInflationCurve< Interpolator >:</div>
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<div class="center"><img src="class_quant_lib_1_1_interpolated_zero_inflation_curve__inherit__graph.png" border="0" usemap="#_interpolated_zero_inflation_curve_3_01_interpolator_01_4_inherit__map" alt="Inheritance graph"/></div>
<map name="_interpolated_zero_inflation_curve_3_01_interpolator_01_4_inherit__map" id="_interpolated_zero_inflation_curve_3_01_interpolator_01_4_inherit__map">
<area shape="rect" id="node7" href="class_quant_lib_1_1_piecewise_zero_inflation_curve.html" title="Piecewise zero-inflation term structure." alt="" coords="63,166,337,197"/><area shape="rect" id="node2" href="class_quant_lib_1_1_zero_inflation_term_structure.html" title="Interface for zero inflation term structures." alt="" coords="5,6,179,37"/><area shape="rect" id="node4" href="class_quant_lib_1_1_interpolated_curve.html" title="Helper class to build interpolated term structures." alt="" coords="203,6,416,37"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<p><a href="class_quant_lib_1_1_interpolated_zero_inflation_curve-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"><a class="anchor" id="a20a6bbceeb31afd577617566395ccb48"></a><!-- doxytag: member="QuantLib::InterpolatedZeroInflationCurve::InterpolatedZeroInflationCurve" ref="a20a6bbceeb31afd577617566395ccb48" args="(const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, const Period &lag, Frequency frequency, bool indexIsInterpolated, 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>InterpolatedZeroInflationCurve</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>, 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>, 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>, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &lag, <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 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#gaede435af51236692b1107d7639581d39">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" 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_zero_inflation_curve.html#a872006051a1b47c481388e2f5313fd91">baseDate</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">minimum (base) date <a href="#a872006051a1b47c481388e2f5313fd91"></a><br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a74d8fc5480ca811db8332b7b30597fe9"></a><!-- doxytag: member="QuantLib::InterpolatedZeroInflationCurve::maxDate" ref="a74d8fc5480ca811db8332b7b30597fe9" 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_zero_inflation_curve.html#a74d8fc5480ca811db8332b7b30597fe9">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" align="right" valign="top"><a class="anchor" id="a021de10463e6e18e294494d7cbb2b75d"></a><!-- doxytag: member="QuantLib::InterpolatedZeroInflationCurve::dates" ref="a021de10463e6e18e294494d7cbb2b75d" 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" align="right" valign="top"><a class="anchor" id="aa338cfa77dc3c8dc467f4225459094fd"></a><!-- doxytag: member="QuantLib::InterpolatedZeroInflationCurve::times" ref="aa338cfa77dc3c8dc467f4225459094fd" args="() const " -->
const std::vector< <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > & </td><td class="memItemRight" valign="bottom"><b>times</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac4cb0310cb2b45d6d243dd93f5d0b00f"></a><!-- doxytag: member="QuantLib::InterpolatedZeroInflationCurve::data" ref="ac4cb0310cb2b45d6d243dd93f5d0b00f" args="() const " -->
const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > & </td><td class="memItemRight" valign="bottom"><b>data</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a35b228cdc9b475616865d3d093877ed0"></a><!-- doxytag: member="QuantLib::InterpolatedZeroInflationCurve::rates" ref="a35b228cdc9b475616865d3d093877ed0" args="() const " -->
const std::vector< <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> > & </td><td class="memItemRight" valign="bottom"><b>rates</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae36e55af23c117164f4329ad5daa9adf"></a><!-- doxytag: member="QuantLib::InterpolatedZeroInflationCurve::nodes" ref="ae36e55af23c117164f4329ad5daa9adf" args="() const " -->
std::vector< std::pair< <a class="el" href="class_quant_lib_1_1_date.html">Date</a>, <br class="typebreak"/>
<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> > > </td><td class="memItemRight" valign="bottom"><b>nodes</b> () const </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"> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interpolated_zero_inflation_curve.html#a93efd291e9843a525ad3037c5f258b66">InterpolatedZeroInflationCurve</a> (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>, 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>, 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>, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &lag, <a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> frequency, bool indexIsInterpolated, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">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, const Interpolator &interpolator=Interpolator())</td></tr>
<tr><td colspan="2"><div class="groupHeader">ZeroInflationTermStructure Interface</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a49e357360d4fec74eaa7858281dd662c"></a><!-- doxytag: member="QuantLib::InterpolatedZeroInflationCurve::zeroRateImpl" ref="a49e357360d4fec74eaa7858281dd662c" args="(Time t) const " -->
<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interpolated_zero_inflation_curve.html#a49e357360d4fec74eaa7858281dd662c">zeroRateImpl</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">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"><h2><a name="pro-attribs"></a>
Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a361b6eadf2fb8b49e1a53073e0f8f11d"></a><!-- doxytag: member="QuantLib::InterpolatedZeroInflationCurve::dates_" ref="a361b6eadf2fb8b49e1a53073e0f8f11d" 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>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><h3>template<class Interpolator><br/>
class QuantLib::InterpolatedZeroInflationCurve< Interpolator ></h3>
<p>Inflation term structure based on the interpolation of zero rates. </p>
</div><hr/><h2>Constructor & Destructor Documentation</h2>
<a class="anchor" id="a93efd291e9843a525ad3037c5f258b66"></a><!-- doxytag: member="QuantLib::InterpolatedZeroInflationCurve::InterpolatedZeroInflationCurve" ref="a93efd291e9843a525ad3037c5f258b66" args="(const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, const Period &lag, Frequency frequency, bool indexIsInterpolated, Rate baseZeroRate, 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_zero_inflation_curve.html">InterpolatedZeroInflationCurve</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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<tr>
<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>
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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#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> </td>
<td class="paramname"><em>frequency</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">bool </td>
<td class="paramname"><em>indexIsInterpolated</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td>
<td class="paramname"><em>baseZeroRate</em>, </td>
</tr>
<tr>
<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>
<td></td>
<td class="paramtype">const Interpolator & </td>
<td class="paramname"><em>interpolator</em> = <code>Interpolator()</code> </td>
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<td></td>
<td>)</td>
<td></td><td><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. </p>
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<hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="a872006051a1b47c481388e2f5313fd91"></a><!-- doxytag: member="QuantLib::InterpolatedZeroInflationCurve::baseDate" ref="a872006051a1b47c481388e2f5313fd91" args="() const " -->
<div class="memitem">
<div class="memproto">
<table class="memname">
<tr>
<td class="memname"><a class="el" href="class_quant_lib_1_1_date.html">Date</a> <a class="el" href="class_quant_lib_1_1_interpolated_zero_inflation_curve.html#a872006051a1b47c481388e2f5313fd91">baseDate</a> </td>
<td>(</td>
<td class="paramname"></td><td>)</td>
<td> const<code> [virtual]</code></td>
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<div class="memdoc">
<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>Implements <a class="el" href="class_quant_lib_1_1_inflation_term_structure.html#afec07013d98138f010a327210da23b50">InflationTermStructure</a>.</p>
<p>Reimplemented in <a class="el" href="class_quant_lib_1_1_piecewise_zero_inflation_curve.html#a872006051a1b47c481388e2f5313fd91">PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits ></a>.</p>
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