//! \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();
}
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);
}
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)
{
}
