org.jquantlib.termstructures

Class YoYInflationTermStructure

java.lang.Object

org.jquantlib.termstructures.AbstractTermStructure

org.jquantlib.termstructures.InflationTermStructure

org.jquantlib.termstructures.YoYInflationTermStructure

All Implemented Interfaces:

Extrapolator, TermStructure, Observable, Observer

public abstract class YoYInflationTermStructure
extends InflationTermStructure

Base class for year-on-year inflation term structures.

Constructor Summary

Constructors

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

Method Summary

Modifier and Type	Method and Description
double	yoyRate(Date date)
double	yoyRate(Date date, boolean extrapolate)
double	yoyRate(double time)
double	yoyRate(double time, boolean extrapolate)

Methods inherited from class org.jquantlib.termstructures.InflationTermStructure

baseDate, baseRate, frequency, inflationPeriod, lag, maxDate, 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

YoYInflationTermStructure

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

YoYInflationTermStructure

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

YoYInflationTermStructure

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

Method Detail

yoyRate

public double yoyRate(Date date)

yoyRate

public double yoyRate(Date date,
                      boolean extrapolate)

yoyRate

public double yoyRate(double time)

yoyRate

public double yoyRate(double time,
                      boolean extrapolate)