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<li class="navelem"><a class="el" href="class_quant_lib_1_1_yo_y_inflation_term_structure.html">YoYInflationTermStructure</a> </li>
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<!-- doxytag: class="QuantLib::YoYInflationTermStructure" --><!-- doxytag: inherits="QuantLib::InflationTermStructure" -->
<p>Base class for year-on-year inflation term structures.
<a href="class_quant_lib_1_1_yo_y_inflation_term_structure.html#details">More...</a></p>
<p><code>#include <ql/termstructures/inflationtermstructure.hpp></code></p>
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Inheritance diagram for YoYInflationTermStructure:</div>
<div class="dyncontent">
<div class="center"><img src="class_quant_lib_1_1_yo_y_inflation_term_structure__inherit__graph.png" border="0" usemap="#_yo_y_inflation_term_structure_inherit__map" alt="Inheritance graph"/></div>
<map name="_yo_y_inflation_term_structure_inherit__map" id="_yo_y_inflation_term_structure_inherit__map">
<area shape="rect" id="node5" href="class_quant_lib_1_1_interpolated_yo_y_inflation_curve.html" title="Inflation term structure based on interpolated year-on-year rates." alt="" coords="5,166,285,197"/><area shape="rect" id="node2" href="class_quant_lib_1_1_inflation_term_structure.html" title="Interface for inflation term structures." alt="" coords="71,6,220,37"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<p><a href="class_quant_lib_1_1_yo_y_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 colspan="2"><div class="groupHeader">Constructors</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a71102e0272c8f495770d2722992f8c7c"></a><!-- doxytag: member="QuantLib::YoYInflationTermStructure::YoYInflationTermStructure" ref="a71102e0272c8f495770d2722992f8c7c" args="(const DayCounter &dayCounter, Rate baseYoYRate, const Period &lag, Frequency frequency, bool indexIsInterpolated, const Handle< YieldTermStructure > &yieldTS, const boost::shared_ptr< Seasonality > &seasonality=boost::shared_ptr< Seasonality >())" -->
 </td><td class="memItemRight" valign="bottom"><b>YoYInflationTermStructure</b> (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="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> baseYoYRate, 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> > &yieldTS, 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="ab5ecf857c845e641b46dc00264c5ff53"></a><!-- doxytag: member="QuantLib::YoYInflationTermStructure::YoYInflationTermStructure" ref="ab5ecf857c845e641b46dc00264c5ff53" args="(const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, Rate baseYoYRate, const Period &lag, Frequency frequency, bool indexIsInterpolated, const Handle< YieldTermStructure > &yieldTS, const boost::shared_ptr< Seasonality > &seasonality=boost::shared_ptr< Seasonality >())" -->
 </td><td class="memItemRight" valign="bottom"><b>YoYInflationTermStructure</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>, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> baseYoYRate, 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> > &yieldTS, 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="a9c94f9a91e39ae0456e2bdbc98dfcfff"></a><!-- doxytag: member="QuantLib::YoYInflationTermStructure::YoYInflationTermStructure" ref="a9c94f9a91e39ae0456e2bdbc98dfcfff" args="(Natural settlementDays, const Calendar &calendar, const DayCounter &dayCounter, Rate baseYoYRate, const Period &lag, Frequency frequency, bool indexIsInterpolated, const Handle< YieldTermStructure > &yieldTS, const boost::shared_ptr< Seasonality > &seasonality=boost::shared_ptr< Seasonality >())" -->
 </td><td class="memItemRight" valign="bottom"><b>YoYInflationTermStructure</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>, 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="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> baseYoYRate, 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> > &yieldTS, 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">Inspectors</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><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_yo_y_inflation_term_structure.html#afaf714772526373b6cac0d3cdec4a81c">yoyRate</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &instObsLag=<a class="el" href="class_quant_lib_1_1_period.html">Period</a>(-1, Days), bool forceLinearInterpolation=false, bool extrapolate=false) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">year-on-year inflation rate. <a href="#afaf714772526373b6cac0d3cdec4a81c"></a><br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><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_yo_y_inflation_term_structure.html#a07b935dbbeb9135c753694f56eb1fa36">yoyRate</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t, bool extrapolate=false) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">year-on-year inflation rate. <a href="#a07b935dbbeb9135c753694f56eb1fa36"></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="a448f48c27119b6e2518ccd7827ab65c0"></a><!-- doxytag: member="QuantLib::YoYInflationTermStructure::yoyRateImpl" ref="a448f48c27119b6e2518ccd7827ab65c0" args="(Time time) const =0" -->
virtual <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_yo_y_inflation_term_structure.html#a448f48c27119b6e2518ccd7827ab65c0">yoyRateImpl</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> time) const =0</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">to be defined in derived classes <br/></td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Base class for year-on-year inflation term structures. </p>
</div><hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="afaf714772526373b6cac0d3cdec4a81c"></a><!-- doxytag: member="QuantLib::YoYInflationTermStructure::yoyRate" ref="afaf714772526373b6cac0d3cdec4a81c" args="(const Date &d, const Period &instObsLag=Period(-1, Days), bool forceLinearInterpolation=false, bool extrapolate=false) const " -->
<div class="memitem">
<div class="memproto">
<table class="memname">
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<td class="memname"><a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> <a class="el" href="class_quant_lib_1_1_yo_y_inflation_term_structure.html#afaf714772526373b6cac0d3cdec4a81c">yoyRate</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>d</em>, </td>
</tr>
<tr>
<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>instObsLag</em> = <code><a class="el" href="class_quant_lib_1_1_period.html">Period</a>(-1, Days)</code>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">bool </td>
<td class="paramname"><em>forceLinearInterpolation</em> = <code>false</code>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">bool </td>
<td class="paramname"><em>extrapolate</em> = <code>false</code> </td>
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<td></td>
<td>)</td>
<td></td><td> const</td>
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<div class="memdoc">
<p>year-on-year inflation rate. </p>
<p>The forceLinearInterpolation parameter is relative to the frequency of the TS.</p>
<dl class="note"><dt><b>Note:</b></dt><dd>this is not the year-on-year swap (YYIIS) rate. </dd></dl>
</div>
</div>
<a class="anchor" id="a07b935dbbeb9135c753694f56eb1fa36"></a><!-- doxytag: member="QuantLib::YoYInflationTermStructure::yoyRate" ref="a07b935dbbeb9135c753694f56eb1fa36" args="(Time t, bool extrapolate=false) const " -->
<div class="memitem">
<div class="memproto">
<table class="memname">
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<td class="memname"><a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> <a class="el" href="class_quant_lib_1_1_yo_y_inflation_term_structure.html#afaf714772526373b6cac0d3cdec4a81c">yoyRate</a> </td>
<td>(</td>
<td class="paramtype"><a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td>
<td class="paramname"><em>t</em>, </td>
</tr>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">bool </td>
<td class="paramname"><em>extrapolate</em> = <code>false</code> </td>
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<td></td>
<td>)</td>
<td></td><td> const</td>
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<div class="memdoc">
<p>year-on-year inflation rate. </p>
<dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000114">Warning:</a></b></dt><dd>Since inflation is highly linked to dates (lags, interpolation, months for seasonality, etc) this method cannot account for all effects. If you call it, You'll have to manage lag, seasonality etc. yourself. </dd></dl>
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