C# Class QLNet.YoYInflationTermStructure

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

Inheritance: QLNet.InflationTermStructure

显示文件 Open project: ammachado/QLNet Class Usage Examples

Public Methods

Method	Description
YoYInflationTermStructure ( ) : System.Collections.Generic
YoYInflationTermStructure ( QLNet.Date referenceDate, QLNet.Calendar calendar, DayCounter dayCounter, double baseYoYRate, Period lag, Frequency frequency, bool indexIsInterpolated, Handle yieldTS ) : System.Collections.Generic
YoYInflationTermStructure ( QLNet.Date referenceDate, QLNet.Calendar calendar, DayCounter dayCounter, double baseYoYRate, Period observationLag, Frequency frequency, bool indexIsInterpolated, Handle yTS, Seasonality seasonality ) : System.Collections.Generic
YoYInflationTermStructure ( DayCounter dayCounter, double baseYoYRate, Period lag, Frequency frequency, bool indexIsInterpolated, Handle yieldTS ) : System.Collections.Generic
YoYInflationTermStructure ( DayCounter dayCounter, double baseYoYRate, Period observationLag, Frequency frequency, bool indexIsInterpolated, Handle yTS, Seasonality seasonality ) : System.Collections.Generic
YoYInflationTermStructure ( int settlementDays, QLNet.Calendar calendar, DayCounter dayCounter, double baseYoYRate, Period lag, Frequency frequency, bool indexIsInterpolated, Handle yieldTS ) : System.Collections.Generic
YoYInflationTermStructure ( int settlementDays, QLNet.Calendar calendar, DayCounter dayCounter, double baseYoYRate, Period observationLag, Frequency frequency, bool indexIsInterpolated, Handle yTS, Seasonality seasonality ) : System.Collections.Generic
yoyRate ( QLNet.Date d ) : double
yoyRate ( QLNet.Date d, Period instObsLag ) : double
yoyRate ( QLNet.Date d, Period instObsLag, bool forceLinearInterpolation ) : double
yoyRate ( QLNet.Date d, Period instObsLag, bool forceLinearInterpolation, bool extrapolate ) : double

Protected Methods

Method	Description
yoyRateImpl ( double time ) : double

Method Details

YoYInflationTermStructure() public method

public YoYInflationTermStructure ( ) : System.Collections.Generic
return	System.Collections.Generic

YoYInflationTermStructure() public method

public YoYInflationTermStructure ( QLNet.Date referenceDate, QLNet.Calendar calendar, DayCounter dayCounter, double baseYoYRate, Period lag, Frequency frequency, bool indexIsInterpolated, Handle yieldTS ) : System.Collections.Generic
referenceDate	QLNet.Date
calendar	QLNet.Calendar
dayCounter	DayCounter
baseYoYRate	double
lag	Period
frequency	Frequency
indexIsInterpolated	bool
yieldTS	Handle
return	System.Collections.Generic

YoYInflationTermStructure() public method

public YoYInflationTermStructure ( QLNet.Date referenceDate, QLNet.Calendar calendar, DayCounter dayCounter, double baseYoYRate, Period observationLag, Frequency frequency, bool indexIsInterpolated, Handle yTS, Seasonality seasonality ) : System.Collections.Generic
referenceDate	QLNet.Date
calendar	QLNet.Calendar
dayCounter	DayCounter
baseYoYRate	double
observationLag	Period
frequency	Frequency
indexIsInterpolated	bool
yTS	Handle
seasonality	Seasonality
return	System.Collections.Generic

YoYInflationTermStructure() public method

public YoYInflationTermStructure ( DayCounter dayCounter, double baseYoYRate, Period lag, Frequency frequency, bool indexIsInterpolated, Handle yieldTS ) : System.Collections.Generic
dayCounter	DayCounter
baseYoYRate	double
lag	Period
frequency	Frequency
indexIsInterpolated	bool
yieldTS	Handle
return	System.Collections.Generic

YoYInflationTermStructure() public method

public YoYInflationTermStructure ( DayCounter dayCounter, double baseYoYRate, Period observationLag, Frequency frequency, bool indexIsInterpolated, Handle yTS, Seasonality seasonality ) : System.Collections.Generic
dayCounter	DayCounter
baseYoYRate	double
observationLag	Period
frequency	Frequency
indexIsInterpolated	bool
yTS	Handle
seasonality	Seasonality
return	System.Collections.Generic

YoYInflationTermStructure() public method

public YoYInflationTermStructure ( int settlementDays, QLNet.Calendar calendar, DayCounter dayCounter, double baseYoYRate, Period lag, Frequency frequency, bool indexIsInterpolated, Handle yieldTS ) : System.Collections.Generic
settlementDays	int
calendar	QLNet.Calendar
dayCounter	DayCounter
baseYoYRate	double
lag	Period
frequency	Frequency
indexIsInterpolated	bool
yieldTS	Handle
return	System.Collections.Generic

YoYInflationTermStructure() public method

public YoYInflationTermStructure ( int settlementDays, QLNet.Calendar calendar, DayCounter dayCounter, double baseYoYRate, Period observationLag, Frequency frequency, bool indexIsInterpolated, Handle yTS, Seasonality seasonality ) : System.Collections.Generic
settlementDays	int
calendar	QLNet.Calendar
dayCounter	DayCounter
baseYoYRate	double
observationLag	Period
frequency	Frequency
indexIsInterpolated	bool
yTS	Handle
seasonality	Seasonality
return	System.Collections.Generic

yoyRate() public method

public yoyRate ( QLNet.Date d ) : double
d	QLNet.Date
return	double

yoyRate() public method

public yoyRate ( QLNet.Date d, Period instObsLag ) : double
d	QLNet.Date
instObsLag	Period
return	double

yoyRate() public method

public yoyRate ( QLNet.Date d, Period instObsLag, bool forceLinearInterpolation ) : double
d	QLNet.Date
instObsLag	Period
forceLinearInterpolation	bool
return	double

yoyRate() public method

public yoyRate ( QLNet.Date d, Period instObsLag, bool forceLinearInterpolation, bool extrapolate ) : double
d	QLNet.Date
instObsLag	Period
forceLinearInterpolation	bool
extrapolate	bool
return	double

yoyRateImpl() protected method

protected yoyRateImpl ( double time ) : double
time	double
return	double