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<!-- doxytag: class="QuantLib::ZeroInflationTermStructure" --><!-- doxytag: inherits="QuantLib::InflationTermStructure" -->
<p>Interface for zero inflation term structures.
<a href="class_quant_lib_1_1_zero_inflation_term_structure.html#details">More...</a></p>
<p><code>#include <ql/termstructures/inflationtermstructure.hpp></code></p>
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Inheritance diagram for ZeroInflationTermStructure:</div>
<div class="dyncontent">
<div class="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"/></div>
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<area shape="rect" id="node5" href="class_quant_lib_1_1_interpolated_zero_inflation_curve.html" title="Inflation term structure based on the interpolation of zero rates." alt="" coords="5,166,288,197"/><area shape="rect" id="node2" href="class_quant_lib_1_1_inflation_term_structure.html" title="Interface for inflation term structures." alt="" coords="72,6,221,37"/></map>
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<p><a href="class_quant_lib_1_1_zero_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="a7e7f610e575a1cf38a9d46174b88240c"></a><!-- doxytag: member="QuantLib::ZeroInflationTermStructure::ZeroInflationTermStructure" ref="a7e7f610e575a1cf38a9d46174b88240c" args="(const DayCounter &dayCounter, Rate baseZeroRate, const Period &lag, Frequency frequency, bool indexIsInterpolated, const Handle< YieldTermStructure > &yTS, const boost::shared_ptr< Seasonality > &seasonality=boost::shared_ptr< Seasonality >())" -->
 </td><td class="memItemRight" valign="bottom"><b>ZeroInflationTermStructure</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> baseZeroRate, 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 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="ab11cecca2168515630d5e94316b2b27f"></a><!-- doxytag: member="QuantLib::ZeroInflationTermStructure::ZeroInflationTermStructure" ref="ab11cecca2168515630d5e94316b2b27f" args="(const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, Rate baseZeroRate, const Period &lag, Frequency frequency, const bool indexIsInterpolated, const Handle< YieldTermStructure > &yTS, const boost::shared_ptr< Seasonality > &seasonality=boost::shared_ptr< Seasonality >())" -->
 </td><td class="memItemRight" valign="bottom"><b>ZeroInflationTermStructure</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> baseZeroRate, 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, const 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 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="ab152a19b23475d030b8067bd16667fca"></a><!-- doxytag: member="QuantLib::ZeroInflationTermStructure::ZeroInflationTermStructure" ref="ab152a19b23475d030b8067bd16667fca" args="(Natural settlementDays, const Calendar &calendar, const DayCounter &dayCounter, Rate baseZeroRate, const Period &lag, Frequency frequency, bool indexIsInterpolated, const Handle< YieldTermStructure > &yTS, const boost::shared_ptr< Seasonality > &seasonality=boost::shared_ptr< Seasonality >())" -->
 </td><td class="memItemRight" valign="bottom"><b>ZeroInflationTermStructure</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> baseZeroRate, 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 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_zero_inflation_term_structure.html#aeab613b6bf0e1fbe022c502473851e99">zeroRate</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">zero-coupon inflation rate. <a href="#aeab613b6bf0e1fbe022c502473851e99"></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_zero_inflation_term_structure.html#a8f53e7de10a1fd168a5cafe1f5b924bf">zeroRate</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">zero-coupon inflation rate. <a href="#a8f53e7de10a1fd168a5cafe1f5b924bf"></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="aca52e7fe785fca72b56319107c8f47b0"></a><!-- doxytag: member="QuantLib::ZeroInflationTermStructure::zeroRateImpl" ref="aca52e7fe785fca72b56319107c8f47b0" args="(Time t) 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_zero_inflation_term_structure.html#aca52e7fe785fca72b56319107c8f47b0">zeroRateImpl</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">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/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Interface for zero inflation term structures. </p>
</div><hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="aeab613b6bf0e1fbe022c502473851e99"></a><!-- doxytag: member="QuantLib::ZeroInflationTermStructure::zeroRate" ref="aeab613b6bf0e1fbe022c502473851e99" 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">
<tr>
<td class="memname"><a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> <a class="el" href="class_quant_lib_1_1_zero_inflation_term_structure.html#aeab613b6bf0e1fbe022c502473851e99">zeroRate</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>
</tr>
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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>zero-coupon inflation rate. </p>
<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.</p>
<dl class="note"><dt><b>Note:</b></dt><dd>by default you get the same as lag and interpolation as the term structure. If you want to get predictions of RPI/CPI/etc then use an index. </dd></dl>
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<a class="anchor" id="a8f53e7de10a1fd168a5cafe1f5b924bf"></a><!-- doxytag: member="QuantLib::ZeroInflationTermStructure::zeroRate" ref="a8f53e7de10a1fd168a5cafe1f5b924bf" args="(Time t, bool extrapolate=false) const " -->
<div class="memitem">
<div class="memproto">
<table class="memname">
<tr>
<td class="memname"><a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> <a class="el" href="class_quant_lib_1_1_zero_inflation_term_structure.html#aeab613b6bf0e1fbe022c502473851e99">zeroRate</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>
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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>zero-coupon inflation rate. </p>
<dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000113">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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