//! \name Constructors
 //@{
 public InflationTermStructure(double baseRate,
                              Period observationLag,
                              Frequency frequency,
                              bool indexIsInterpolated,
                              Handle<YieldTermStructure> yTS,
                              DayCounter dayCounter = null,
                              Seasonality seasonality = null)
     : base(dayCounter)
 {
     nominalTermStructure_ = yTS;
      observationLag_ = observationLag;
      frequency_ = frequency;
      indexIsInterpolated_ = indexIsInterpolated;
      baseRate_= baseRate;
      nominalTermStructure_.registerWith(update);
      setSeasonality(seasonality);
 }
 public YoYInflationTermStructure(int settlementDays,
                                  Calendar calendar,
                                  DayCounter dayCounter,
                                  double baseYoYRate,
                                  Period observationLag,
                                  Frequency frequency,
                                  bool indexIsInterpolated,
                                  Handle<YieldTermStructure> yTS,
                                  Seasonality seasonality)
    : base(settlementDays, calendar, baseYoYRate, observationLag,
                        frequency, indexIsInterpolated,
                        yTS, dayCounter, seasonality) { }
 public YoYInflationTermStructure(DayCounter dayCounter,
                                  double baseYoYRate,
                                  Period observationLag,
                                  Frequency frequency,
                                  bool indexIsInterpolated,
                                  Handle<YieldTermStructure> yTS,
                                  Seasonality seasonality)
    : base(baseYoYRate, observationLag, frequency, indexIsInterpolated,
          yTS, dayCounter, seasonality) { }
 public ZeroInflationTermStructure(Date referenceDate,
                                    Calendar calendar,
                                    DayCounter dayCounter,
                                    double baseZeroRate,
                                    Period observationLag,
                                    Frequency frequency,
                                    bool indexIsInterpolated,
                                    Handle<YieldTermStructure> yTS,
                                    Seasonality seasonality)
     : base(referenceDate, baseZeroRate, observationLag, frequency, indexIsInterpolated,
            yTS, calendar, dayCounter, seasonality) {}
 public void setSeasonality(Seasonality seasonality)
 {
    // always reset, whether with null or new pointer
    seasonality_ = seasonality;
    if (seasonality_ == null) 
    {
       if (!seasonality_.isConsistent(this))
          throw new ApplicationException("Seasonality inconsistent with " +
                                        "inflation term structure");
    }
    notifyObservers();
 }
Beispiel #6
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 public InflationTermStructure(int settlementDays, Calendar calendar, double baseRate, Period observationLag, Frequency frequency, bool indexIsInterpolated, Handle <YieldTermStructure> yTS, DayCounter dayCounter, Seasonality seasonality)
     : base(settlementDays, calendar, dayCounter)
 {
     nominalTermStructure_ = yTS;
     observationLag_       = observationLag;
     frequency_            = frequency;
     indexIsInterpolated_  = indexIsInterpolated;
     baseRate_             = baseRate;
     nominalTermStructure_.registerWith(update);
     setSeasonality(seasonality);
 }
Beispiel #7
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 public YoYInflationTermStructure(int settlementDays, Calendar calendar, DayCounter dayCounter, double baseYoYRate, Period observationLag, Frequency frequency, bool indexIsInterpolated, Handle <YieldTermStructure> yTS, Seasonality seasonality)
     : base(settlementDays, calendar, baseYoYRate, observationLag, frequency, indexIsInterpolated, yTS, dayCounter, seasonality)
 {
 }
Beispiel #8
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 public YoYInflationTermStructure(DayCounter dayCounter, double baseYoYRate, Period observationLag, Frequency frequency, bool indexIsInterpolated, Handle <YieldTermStructure> yTS, Seasonality seasonality)
     : base(baseYoYRate, observationLag, frequency, indexIsInterpolated, yTS, dayCounter, seasonality)
 {
 }