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<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_inflation_term_structure.html">InflationTermStructure</a></li> </ul>
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<div class="title">InflationTermStructure Class Reference<span class="mlabels"><span class="mlabel">abstract</span></span></div> </div>
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<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>
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<img id="dynsection-0-trigger" src="closed.png" alt="+"/> Inheritance diagram for InflationTermStructure:</div>
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<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
<tr class="memitem:aebce9b8b7751245c97f2f99cd4e7370a"><td class="memItemLeft" align="right" valign="top"><a id="aebce9b8b7751245c97f2f99cd4e7370a"></a>
 </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#a889297000bf532621599d453601070ff">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_day_counter.html">DayCounter</a> &<a class="el" href="class_quant_lib_1_1_term_structure.html#ad49654ea33055b03f8666910acc13880">dayCounter</a>=<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a>(), const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_seasonality.html">Seasonality</a> > &seasonality=ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_seasonality.html">Seasonality</a> >())</td></tr>
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 </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#acd49fd0f9bfecc09e0d3461f16ec5d79">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#a889297000bf532621599d453601070ff">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_calendar.html">Calendar</a> &<a class="el" href="class_quant_lib_1_1_term_structure.html#a38e235178eb0a7749c37a16d71f4762f">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#ad49654ea33055b03f8666910acc13880">dayCounter</a>=<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a>(), const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_seasonality.html">Seasonality</a> > &seasonality=ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_seasonality.html">Seasonality</a> >())</td></tr>
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 </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#a32e050c75a34ceee6f0633bdb799a080">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#a38e235178eb0a7749c37a16d71f4762f">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#a889297000bf532621599d453601070ff">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_day_counter.html">DayCounter</a> &<a class="el" href="class_quant_lib_1_1_term_structure.html#ad49654ea33055b03f8666910acc13880">dayCounter</a>=<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a>(), const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_seasonality.html">Seasonality</a> > &seasonality=ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_seasonality.html">Seasonality</a> >())</td></tr>
<tr class="separator:ab125f0877f1caceb7dbb19377a04809b"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a170329a145f0d95354d710947b0aecec"><td class="memItemLeft" align="right" valign="top">QL_DEPRECATED </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_inflation_term_structure.html#a170329a145f0d95354d710947b0aecec">InflationTermStructure</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#a889297000bf532621599d453601070ff">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#ad49654ea33055b03f8666910acc13880">dayCounter</a>=<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a>(), const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_seasonality.html">Seasonality</a> > &seasonality=ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_seasonality.html">Seasonality</a> >())</td></tr>
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<tr class="memitem:a4faaba5264630d854aa08d2b27b6aae7"><td class="memItemLeft" align="right" valign="top">QL_DEPRECATED </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_inflation_term_structure.html#a4faaba5264630d854aa08d2b27b6aae7">InflationTermStructure</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#acd49fd0f9bfecc09e0d3461f16ec5d79">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#a889297000bf532621599d453601070ff">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#a38e235178eb0a7749c37a16d71f4762f">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#ad49654ea33055b03f8666910acc13880">dayCounter</a>=<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a>(), const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_seasonality.html">Seasonality</a> > &seasonality=ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_seasonality.html">Seasonality</a> >())</td></tr>
<tr class="separator:a4faaba5264630d854aa08d2b27b6aae7"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aceb841ed424226fe4b9188e000e9fc06"><td class="memItemLeft" align="right" valign="top">QL_DEPRECATED </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_inflation_term_structure.html#aceb841ed424226fe4b9188e000e9fc06">InflationTermStructure</a> (<a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> <a class="el" href="class_quant_lib_1_1_term_structure.html#a32e050c75a34ceee6f0633bdb799a080">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#a38e235178eb0a7749c37a16d71f4762f">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#a889297000bf532621599d453601070ff">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#ad49654ea33055b03f8666910acc13880">dayCounter</a>=<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a>(), const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_seasonality.html">Seasonality</a> > &seasonality=ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_seasonality.html">Seasonality</a> >())</td></tr>
<tr class="separator:aceb841ed424226fe4b9188e000e9fc06"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_term_structure"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_term_structure')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_term_structure.html">TermStructure</a></td></tr>
<tr class="memitem:a4a8e0f324391a12454f11f5f5d5e66e8 inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="memItemLeft" align="right" valign="top"> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_term_structure.html#a4a8e0f324391a12454f11f5f5d5e66e8">TermStructure</a> (const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dc=<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a>())</td></tr>
<tr class="memdesc:a4a8e0f324391a12454f11f5f5d5e66e8 inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">default constructor <a href="class_quant_lib_1_1_term_structure.html#a4a8e0f324391a12454f11f5f5d5e66e8">More...</a><br /></td></tr>
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 </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_term_structure.html#a44918f70ab345cad67a287d46641f20f">TermStructure</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#acd49fd0f9bfecc09e0d3461f16ec5d79">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#a38e235178eb0a7749c37a16d71f4762f">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> &dc=<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a>())</td></tr>
<tr class="memdesc:a44918f70ab345cad67a287d46641f20f inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">initialize with a fixed reference date <br /></td></tr>
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 </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_term_structure.html#ab72309c6d49bd4b6dc5b9ed09b67c7b9">TermStructure</a> (<a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> <a class="el" href="class_quant_lib_1_1_term_structure.html#a32e050c75a34ceee6f0633bdb799a080">settlementDays</a>, const <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> &dc=<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a>())</td></tr>
<tr class="memdesc:ab72309c6d49bd4b6dc5b9ed09b67c7b9 inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">calculate the reference date based on the global evaluation date <br /></td></tr>
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virtual </td><td class="memItemRight" valign="bottom"><b>~TermStructure</b> ()</td></tr>
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virtual <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_term_structure.html#ad49654ea33055b03f8666910acc13880">dayCounter</a> () const</td></tr>
<tr class="memdesc:ad49654ea33055b03f8666910acc13880 inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">the day counter used for date/time conversion <br /></td></tr>
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<tr class="memitem:aa249f26327547294e5f920745cab10fd inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="memItemLeft" align="right" valign="top"><a id="aa249f26327547294e5f920745cab10fd"></a>
<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_term_structure.html#aa249f26327547294e5f920745cab10fd">timeFromReference</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &date) const</td></tr>
<tr class="memdesc:aa249f26327547294e5f920745cab10fd inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">date/time conversion <br /></td></tr>
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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_term_structure.html#a9d5c437961b8f9e30cffb723777ed7c6">maxDate</a> () const =0</td></tr>
<tr class="memdesc:a9d5c437961b8f9e30cffb723777ed7c6 inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">the latest date for which the curve can return values <br /></td></tr>
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virtual <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_term_structure.html#a4950639c8f60a60050efe2772e1d6a2a">maxTime</a> () const</td></tr>
<tr class="memdesc:a4950639c8f60a60050efe2772e1d6a2a inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">the latest time for which the curve can return values <br /></td></tr>
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<tr class="memitem:acd49fd0f9bfecc09e0d3461f16ec5d79 inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="memItemLeft" align="right" valign="top"><a id="acd49fd0f9bfecc09e0d3461f16ec5d79"></a>
virtual 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_term_structure.html#acd49fd0f9bfecc09e0d3461f16ec5d79">referenceDate</a> () const</td></tr>
<tr class="memdesc:acd49fd0f9bfecc09e0d3461f16ec5d79 inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">the date at which discount = 1.0 and/or variance = 0.0 <br /></td></tr>
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virtual <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_term_structure.html#a38e235178eb0a7749c37a16d71f4762f">calendar</a> () const</td></tr>
<tr class="memdesc:a38e235178eb0a7749c37a16d71f4762f inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">the calendar used for reference and/or option date calculation <br /></td></tr>
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<tr class="memitem:a32e050c75a34ceee6f0633bdb799a080 inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="memItemLeft" align="right" valign="top"><a id="a32e050c75a34ceee6f0633bdb799a080"></a>
virtual <a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_term_structure.html#a32e050c75a34ceee6f0633bdb799a080">settlementDays</a> () const</td></tr>
<tr class="memdesc:a32e050c75a34ceee6f0633bdb799a080 inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">the settlementDays used for reference date calculation <br /></td></tr>
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<tr class="memitem:ac5c54df7ed3b930268c8d7752c101725 inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_term_structure.html#ac5c54df7ed3b930268c8d7752c101725">update</a> ()</td></tr>
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<tr class="inherit_header pub_methods_class_quant_lib_1_1_observer"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_observer')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td></tr>
<tr class="memitem:af6a9d3ca0b7f388f3b7ccb1eccf11f63 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="af6a9d3ca0b7f388f3b7ccb1eccf11f63"></a>
 </td><td class="memItemRight" valign="bottom"><b>Observer</b> (const <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> &)</td></tr>
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<a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> & </td><td class="memItemRight" valign="bottom"><b>operator=</b> (const <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> &)</td></tr>
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std::pair< iterator, bool > </td><td class="memItemRight" valign="bottom"><b>registerWith</b> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > &)</td></tr>
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<tr class="memitem:a51d57eb97a3a57312a47bda29235f182 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observer.html#a51d57eb97a3a57312a47bda29235f182">registerWithObservables</a> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> > &)</td></tr>
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<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>unregisterWith</b> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > &)</td></tr>
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void </td><td class="memItemRight" valign="bottom"><b>unregisterWithAll</b> ()</td></tr>
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<tr class="memitem:a3d53f9669c128dadc74a5d044a7c8e68 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observer.html#a3d53f9669c128dadc74a5d044a7c8e68">deepUpdate</a> ()</td></tr>
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<tr class="inherit_header pub_methods_class_quant_lib_1_1_observable"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_observable')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td></tr>
<tr class="memitem:a840dd96e33a304cbf681d357de7f48d0 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top"><a id="a840dd96e33a304cbf681d357de7f48d0"></a>
 </td><td class="memItemRight" valign="bottom"><b>Observable</b> (const <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> &)</td></tr>
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<tr class="memitem:a522aacdd0f2408fe5e46527a6db999b4 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top"><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observable.html#a522aacdd0f2408fe5e46527a6db999b4">operator=</a> (const <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> &)</td></tr>
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<tr class="memitem:a397546715bfc5aedd1d16dd202a19d4c inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observable.html#a397546715bfc5aedd1d16dd202a19d4c">notifyObservers</a> ()</td></tr>
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<tr class="inherit_header pub_methods_class_quant_lib_1_1_extrapolator"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_extrapolator')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_extrapolator.html">Extrapolator</a></td></tr>
<tr class="memitem:ae60e793a77f44a9c022b103458fa993c inherit pub_methods_class_quant_lib_1_1_extrapolator"><td class="memItemLeft" align="right" valign="top"><a id="ae60e793a77f44a9c022b103458fa993c"></a>
void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_extrapolator.html#ae60e793a77f44a9c022b103458fa993c">enableExtrapolation</a> (bool b=true)</td></tr>
<tr class="memdesc:ae60e793a77f44a9c022b103458fa993c inherit pub_methods_class_quant_lib_1_1_extrapolator"><td class="mdescLeft"> </td><td class="mdescRight">enable extrapolation in subsequent calls <br /></td></tr>
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<tr class="memitem:abab5047522a68771f2b1d51d1ac78383 inherit pub_methods_class_quant_lib_1_1_extrapolator"><td class="memItemLeft" align="right" valign="top"><a id="abab5047522a68771f2b1d51d1ac78383"></a>
void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_extrapolator.html#abab5047522a68771f2b1d51d1ac78383">disableExtrapolation</a> (bool b=true)</td></tr>
<tr class="memdesc:abab5047522a68771f2b1d51d1ac78383 inherit pub_methods_class_quant_lib_1_1_extrapolator"><td class="mdescLeft"> </td><td class="mdescRight">disable extrapolation in subsequent calls <br /></td></tr>
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<tr class="memitem:a323f875818fddd62a1c56c25ddaee418 inherit pub_methods_class_quant_lib_1_1_extrapolator"><td class="memItemLeft" align="right" valign="top"><a id="a323f875818fddd62a1c56c25ddaee418"></a>
bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_extrapolator.html#a323f875818fddd62a1c56c25ddaee418">allowsExtrapolation</a> () const</td></tr>
<tr class="memdesc:a323f875818fddd62a1c56c25ddaee418 inherit pub_methods_class_quant_lib_1_1_extrapolator"><td class="mdescLeft"> </td><td class="mdescRight">tells whether extrapolation is enabled <br /></td></tr>
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</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="member-group"></a>
Inflation interface</h2></td></tr>
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ext::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>
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<a class="el" href="class_quant_lib_1_1_period.html">Period</a> </td><td class="memItemRight" valign="bottom"><b>observationLag_</b></td></tr>
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<a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> </td><td class="memItemRight" valign="bottom"><b>frequency_</b></td></tr>
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<tr class="memitem:a5efd9d78315713e82ef9c956ebe86eb4"><td class="memItemLeft" align="right" valign="top"><a id="a5efd9d78315713e82ef9c956ebe86eb4"></a>
bool </td><td class="memItemRight" valign="bottom"><b>indexIsInterpolated_</b></td></tr>
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<tr class="memitem:a4eb4d174abedf4391dcf778cba6e7dd3"><td class="memItemLeft" align="right" valign="top"><a id="a4eb4d174abedf4391dcf778cba6e7dd3"></a>
<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><b>baseRate_</b></td></tr>
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<tr class="memitem:a5ef7cd33f709692f345dd04e49955732"><td class="memItemLeft" align="right" valign="top"><a id="a5ef7cd33f709692f345dd04e49955732"></a>
<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>
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<tr class="memitem:a889297000bf532621599d453601070ff"><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#a889297000bf532621599d453601070ff">observationLag</a> () const</td></tr>
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virtual <a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> </td><td class="memItemRight" valign="bottom"><b>frequency</b> () const</td></tr>
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virtual bool </td><td class="memItemRight" valign="bottom"><b>indexIsInterpolated</b> () const</td></tr>
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virtual <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><b>baseRate</b> () const</td></tr>
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<tr class="memitem:ac5d5c50d4dd60c2e57fd73aa75a68754"><td class="memItemLeft" align="right" valign="top"><a id="ac5d5c50d4dd60c2e57fd73aa75a68754"></a>
virtual <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> () const</td></tr>
<tr class="separator:ac5d5c50d4dd60c2e57fd73aa75a68754"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:afec07013d98138f010a327210da23b50"><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 class="memdesc:afec07013d98138f010a327210da23b50"><td class="mdescLeft"> </td><td class="mdescRight">minimum (base) date <a href="class_quant_lib_1_1_inflation_term_structure.html#afec07013d98138f010a327210da23b50">More...</a><br /></td></tr>
<tr class="separator:afec07013d98138f010a327210da23b50"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aafc4f0787b944624c178b6e5b610a53e"><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#aafc4f0787b944624c178b6e5b610a53e">setSeasonality</a> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_seasonality.html">Seasonality</a> > &seasonality=ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_seasonality.html">Seasonality</a> >())</td></tr>
<tr class="memdesc:aafc4f0787b944624c178b6e5b610a53e"><td class="mdescLeft"> </td><td class="mdescRight">Functions to set and get seasonality. <a href="class_quant_lib_1_1_inflation_term_structure.html#aafc4f0787b944624c178b6e5b610a53e">More...</a><br /></td></tr>
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ext::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>
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bool </td><td class="memItemRight" valign="bottom"><b>hasSeasonality</b> () const</td></tr>
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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>
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void </td><td class="memItemRight" valign="bottom"><b>checkRange</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &, bool extrapolate) const</td></tr>
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void </td><td class="memItemRight" valign="bottom"><b>checkRange</b> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t, bool extrapolate) const</td></tr>
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</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="inherited"></a>
Additional Inherited Members</h2></td></tr>
<tr class="inherit_header pub_types_class_quant_lib_1_1_observer"><td colspan="2" onclick="javascript:toggleInherit('pub_types_class_quant_lib_1_1_observer')"><img src="closed.png" alt="-"/> Public Types inherited from <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td></tr>
<tr class="memitem:a78de5f2b6bce96d718e3c18b9f52d67c inherit pub_types_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a78de5f2b6bce96d718e3c18b9f52d67c"></a>
typedef boost::unordered_set< ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > > </td><td class="memItemRight" valign="bottom"><b>set_type</b></td></tr>
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<tr class="memitem:ae98429250f6997df7b87f4b37454609e inherit pub_types_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="ae98429250f6997df7b87f4b37454609e"></a>
typedef set_type::iterator </td><td class="memItemRight" valign="bottom"><b>iterator</b></td></tr>
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<tr class="inherit_header pro_methods_class_quant_lib_1_1_term_structure"><td colspan="2" onclick="javascript:toggleInherit('pro_methods_class_quant_lib_1_1_term_structure')"><img src="closed.png" alt="-"/> Protected Member Functions inherited from <a class="el" href="class_quant_lib_1_1_term_structure.html">TermStructure</a></td></tr>
<tr class="memitem:abbff679b6600c49cafed098870f94376 inherit pro_methods_class_quant_lib_1_1_term_structure"><td class="memItemLeft" align="right" valign="top"><a id="abbff679b6600c49cafed098870f94376"></a>
void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_term_structure.html#abbff679b6600c49cafed098870f94376">checkRange</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d, bool extrapolate) const</td></tr>
<tr class="memdesc:abbff679b6600c49cafed098870f94376 inherit pro_methods_class_quant_lib_1_1_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">date-range check <br /></td></tr>
<tr class="separator:abbff679b6600c49cafed098870f94376 inherit pro_methods_class_quant_lib_1_1_term_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ac13f8e2d29e10f3fb6838bfb59759299 inherit pro_methods_class_quant_lib_1_1_term_structure"><td class="memItemLeft" align="right" valign="top"><a id="ac13f8e2d29e10f3fb6838bfb59759299"></a>
void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_term_structure.html#ac13f8e2d29e10f3fb6838bfb59759299">checkRange</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t, bool extrapolate) const</td></tr>
<tr class="memdesc:ac13f8e2d29e10f3fb6838bfb59759299 inherit pro_methods_class_quant_lib_1_1_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">time-range check <br /></td></tr>
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<tr class="inherit_header pro_attribs_class_quant_lib_1_1_term_structure"><td colspan="2" onclick="javascript:toggleInherit('pro_attribs_class_quant_lib_1_1_term_structure')"><img src="closed.png" alt="-"/> Protected Attributes inherited from <a class="el" href="class_quant_lib_1_1_term_structure.html">TermStructure</a></td></tr>
<tr class="memitem:a3cfce9cb19de6f0604adee64b6d80a35 inherit pro_attribs_class_quant_lib_1_1_term_structure"><td class="memItemLeft" align="right" valign="top"><a id="a3cfce9cb19de6f0604adee64b6d80a35"></a>
bool </td><td class="memItemRight" valign="bottom"><b>moving_</b></td></tr>
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<tr class="memitem:a56cd8ee45c3477740e0429f98758c935 inherit pro_attribs_class_quant_lib_1_1_term_structure"><td class="memItemLeft" align="right" valign="top"><a id="a56cd8ee45c3477740e0429f98758c935"></a>
bool </td><td class="memItemRight" valign="bottom"><b>updated_</b></td></tr>
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<tr class="memitem:a021eab7f1f44c1c71b8dfd29b9c4864b inherit pro_attribs_class_quant_lib_1_1_term_structure"><td class="memItemLeft" align="right" valign="top"><a id="a021eab7f1f44c1c71b8dfd29b9c4864b"></a>
<a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> </td><td class="memItemRight" valign="bottom"><b>calendar_</b></td></tr>
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</table>
<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>Interface for inflation term structures. </p>
</div><h2 class="groupheader">Constructor & Destructor Documentation</h2>
<a id="a170329a145f0d95354d710947b0aecec"></a>
<h2 class="memtitle"><span class="permalink"><a href="#a170329a145f0d95354d710947b0aecec">◆ </a></span>InflationTermStructure() <span class="overload">[1/3]</span></h2>
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<table class="memname">
<tr>
<td class="memname">QL_DEPRECATED <a class="el" href="class_quant_lib_1_1_inflation_term_structure.html">InflationTermStructure</a> </td>
<td>(</td>
<td class="paramtype"><a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td>
<td class="paramname"><em>baseRate</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>observationLag</em>, </td>
</tr>
<tr>
<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>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">bool </td>
<td class="paramname"><em>indexIsInterpolated</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>
</tr>
<tr>
<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> = <code><a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a>()</code>, </td>
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<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_seasonality.html">Seasonality</a> > & </td>
<td class="paramname"><em>seasonality</em> = <code>ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_seasonality.html">Seasonality</a> >()</code> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td></td>
</tr>
</table>
</div><div class="memdoc">
<dl class="deprecated"><dt><b><a class="el" href="deprecated.html#_deprecated000037">Deprecated:</a></b></dt><dd>Use one of the constructors not taking a yield term structure. Deprecated in version 1.19. </dd></dl>
</div>
</div>
<a id="a4faaba5264630d854aa08d2b27b6aae7"></a>
<h2 class="memtitle"><span class="permalink"><a href="#a4faaba5264630d854aa08d2b27b6aae7">◆ </a></span>InflationTermStructure() <span class="overload">[2/3]</span></h2>
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<table class="memname">
<tr>
<td class="memname">QL_DEPRECATED <a class="el" href="class_quant_lib_1_1_inflation_term_structure.html">InflationTermStructure</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>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td>
<td class="paramname"><em>baseRate</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>observationLag</em>, </td>
</tr>
<tr>
<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>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">bool </td>
<td class="paramname"><em>indexIsInterpolated</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>
</tr>
<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> = <code><a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a>()</code>, </td>
</tr>
<tr>
<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> = <code><a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a>()</code>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_seasonality.html">Seasonality</a> > & </td>
<td class="paramname"><em>seasonality</em> = <code>ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_seasonality.html">Seasonality</a> >()</code> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td></td>
</tr>
</table>
</div><div class="memdoc">
<dl class="deprecated"><dt><b><a class="el" href="deprecated.html#_deprecated000038">Deprecated:</a></b></dt><dd>Use one of the constructors not taking a yield term structure. Deprecated in version 1.19. </dd></dl>
</div>
</div>
<a id="aceb841ed424226fe4b9188e000e9fc06"></a>
<h2 class="memtitle"><span class="permalink"><a href="#aceb841ed424226fe4b9188e000e9fc06">◆ </a></span>InflationTermStructure() <span class="overload">[3/3]</span></h2>
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<table class="memname">
<tr>
<td class="memname">QL_DEPRECATED <a class="el" href="class_quant_lib_1_1_inflation_term_structure.html">InflationTermStructure</a> </td>
<td>(</td>
<td class="paramtype"><a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> </td>
<td class="paramname"><em>settlementDays</em>, </td>
</tr>
<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>
</tr>
<tr>
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<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="paramtype">const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> & </td>
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<td class="paramtype">const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_seasonality.html">Seasonality</a> > & </td>
<td class="paramname"><em>seasonality</em> = <code>ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_seasonality.html">Seasonality</a> >()</code> </td>
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<dl class="deprecated"><dt><b><a class="el" href="deprecated.html#_deprecated000039">Deprecated:</a></b></dt><dd>Use one of the constructors not taking a yield term structure. Deprecated in version 1.19. </dd></dl>
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<h2 class="groupheader">Member Function Documentation</h2>
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<h2 class="memtitle"><span class="permalink"><a href="#a889297000bf532621599d453601070ff">◆ </a></span>observationLag()</h2>
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<td class="memname"><a class="el" href="class_quant_lib_1_1_period.html">Period</a> observationLag </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#a889297000bf532621599d453601070ff">CPICapFloorTermPriceSurface</a>.</p>
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<h2 class="memtitle"><span class="permalink"><a href="#afec07013d98138f010a327210da23b50">◆ </a></span>baseDate()</h2>
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<td class="memname">virtual <a class="el" href="class_quant_lib_1_1_date.html">Date</a> baseDate </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_piecewise_zero_inflation_curve.html#a8d2402914e5d9272dc4aedcb532e0973">PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits ></a>, <a class="el" href="class_quant_lib_1_1_piecewise_yo_y_inflation_curve.html#a8d2402914e5d9272dc4aedcb532e0973">PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits ></a>, <a class="el" href="class_quant_lib_1_1_interpolated_zero_inflation_curve.html#a8d2402914e5d9272dc4aedcb532e0973">InterpolatedZeroInflationCurve< Interpolator ></a>, <a class="el" href="class_quant_lib_1_1_interpolated_yo_y_inflation_curve.html#a8d2402914e5d9272dc4aedcb532e0973">InterpolatedYoYInflationCurve< Interpolator ></a>, and <a class="el" href="class_quant_lib_1_1_c_p_i_cap_floor_term_price_surface.html#a8d2402914e5d9272dc4aedcb532e0973">CPICapFloorTermPriceSurface</a>.</p>
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<h2 class="memtitle"><span class="permalink"><a href="#aafc4f0787b944624c178b6e5b610a53e">◆ </a></span>setSeasonality()</h2>
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<td class="memname">void setSeasonality </td>
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<td class="paramtype">const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_seasonality.html">Seasonality</a> > & </td>
<td class="paramname"><em>seasonality</em> = <code>ext::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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