org.jquantlib.termstructures

Class InflationTermStructure

java.lang.Object

org.jquantlib.termstructures.AbstractTermStructure

org.jquantlib.termstructures.InflationTermStructure

All Implemented Interfaces:

Extrapolator, TermStructure, Observable, Observer

Direct Known Subclasses:

YoYInflationTermStructure, ZeroInflationTermStructure

public abstract class InflationTermStructure
extends AbstractTermStructure

Base Class for inflation term structures

Constructor Summary

Constructors

Constructor and Description
InflationTermStructure(Date referenceDate, Period lag, Frequency frequency, double baseRate, Handle<YieldTermStructure> yTS)
InflationTermStructure(Date referenceDate, Period lag, Frequency frequency, double baseRate, Handle<YieldTermStructure> yTS, Calendar calendar, DayCounter dayCounter)
InflationTermStructure(int settlementDays, Calendar calendar, Period lag, Frequency frequency, double baseRate, Handle<YieldTermStructure> yTS)
InflationTermStructure(int settlementDays, Calendar calendar, Period lag, Frequency frequency, double baseRate, Handle<YieldTermStructure> yTS, DayCounter dayCounter)
InflationTermStructure(Period lag, Frequency frequency, double baseRate, Handle<YieldTermStructure> yTS)
InflationTermStructure(Period lag, Frequency frequency, double baseRate, Handle<YieldTermStructure> yTS, DayCounter dayCounter)

Method Summary

Modifier and Type	Method and Description
Date	baseDate()
double	baseRate()
Frequency	frequency()
static Pair<Date,Date>	inflationPeriod(Date date, Frequency frequency)
Period	lag()
Date	maxDate()
Handle<YieldTermStructure>	nominalTermStructure()

Methods inherited from class org.jquantlib.termstructures.AbstractTermStructure

addObserver, allowsExtrapolation, calendar, countObservers, dayCounter, deleteObserver, deleteObservers, disableExtrapolation, enableExtrapolation, getObservers, maxTime, notifyObservers, notifyObservers, referenceDate, settlementDays, timeFromReference, update

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

InflationTermStructure

public InflationTermStructure(Period lag,
                              Frequency frequency,
                              double baseRate,
                              Handle<YieldTermStructure> yTS)

InflationTermStructure

public InflationTermStructure(Period lag,
                              Frequency frequency,
                              double baseRate,
                              Handle<YieldTermStructure> yTS,
                              DayCounter dayCounter)

InflationTermStructure

public InflationTermStructure(Date referenceDate,
                              Period lag,
                              Frequency frequency,
                              double baseRate,
                              Handle<YieldTermStructure> yTS)

InflationTermStructure

public InflationTermStructure(Date referenceDate,
                              Period lag,
                              Frequency frequency,
                              double baseRate,
                              Handle<YieldTermStructure> yTS,
                              Calendar calendar,
                              DayCounter dayCounter)

InflationTermStructure

public InflationTermStructure(int settlementDays,
                              Calendar calendar,
                              Period lag,
                              Frequency frequency,
                              double baseRate,
                              Handle<YieldTermStructure> yTS)

InflationTermStructure

public InflationTermStructure(int settlementDays,
                              Calendar calendar,
                              Period lag,
                              Frequency frequency,
                              double baseRate,
                              Handle<YieldTermStructure> yTS,
                              DayCounter dayCounter)

Method Detail

lag

public Period lag()

frequency

public Frequency frequency()

nominalTermStructure

public Handle<YieldTermStructure> nominalTermStructure()

baseRate

public double baseRate()

baseDate

public Date baseDate()

maxDate

public Date maxDate()

Returns:

the latest date for which the curve can return values

inflationPeriod

public static Pair<Date,Date> inflationPeriod(Date date,
                                              Frequency frequency)