QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <seasonality.hpp>
Public Member Functions | |
KerkhofSeasonality (const Date &seasonalityBaseDate, const std::vector< Rate > &seasonalityFactors) | |
Real | seasonalityFactor (const Date &to) const override |
The factor returned is NOT normalized relative to ANYTHING. More... | |
Public Member Functions inherited from MultiplicativePriceSeasonality | |
MultiplicativePriceSeasonality ()=default | |
MultiplicativePriceSeasonality (const Date &seasonalityBaseDate, Frequency frequency, const std::vector< Rate > &seasonalityFactors) | |
virtual void | set (const Date &seasonalityBaseDate, Frequency frequency, const std::vector< Rate > &seasonalityFactors) |
virtual Date | seasonalityBaseDate () const |
inspectors More... | |
virtual Frequency | frequency () const |
virtual std::vector< Rate > | seasonalityFactors () const |
virtual Rate | seasonalityFactor (const Date &d) const |
The factor returned is NOT normalized relative to ANYTHING. More... | |
Rate | correctZeroRate (const Date &d, Rate r, const InflationTermStructure &iTS) const override |
Rate | correctYoYRate (const Date &d, Rate r, const InflationTermStructure &iTS) const override |
bool | isConsistent (const InflationTermStructure &iTS) const override |
~MultiplicativePriceSeasonality () override=default | |
Public Member Functions inherited from Seasonality | |
virtual | ~Seasonality ()=default |
Protected Member Functions | |
Rate | seasonalityCorrection (Rate rate, const Date &atDate, const DayCounter &dc, const Date &curveBaseDate, bool isZeroRate) const override |
Protected Member Functions inherited from MultiplicativePriceSeasonality | |
virtual void | validate () const |
Definition at line 170 of file seasonality.hpp.
KerkhofSeasonality | ( | const Date & | seasonalityBaseDate, |
const std::vector< Rate > & | seasonalityFactors | ||
) |
Definition at line 172 of file seasonality.hpp.
The factor returned is NOT normalized relative to ANYTHING.
Reimplemented from MultiplicativePriceSeasonality.
Definition at line 220 of file seasonality.cpp.
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overrideprotectedvirtual |
Reimplemented from MultiplicativePriceSeasonality.
Definition at line 257 of file seasonality.cpp.