22#ifndef quantlib_seasonality_hpp
23#define quantlib_seasonality_hpp
32 class InflationTermStructure;
166 const Date &curveBaseDate,
bool isZeroRate)
const;
185 const Date& curveBaseDate,
186 bool isZeroRate)
const override;
Interface for inflation term structures.
Rate seasonalityCorrection(Rate rate, const Date &atDate, const DayCounter &dc, const Date &curveBaseDate, bool isZeroRate) const override
Real seasonalityFactor(const Date &to) const override
The factor returned is NOT normalized relative to ANYTHING.
KerkhofSeasonality(const Date &seasonalityBaseDate, const std::vector< Rate > &seasonalityFactors)
Multiplicative seasonality in the price index (CPI/RPI/HICP/etc).
virtual std::vector< Rate > seasonalityFactors() const
virtual Date seasonalityBaseDate() const
inspectors
Date seasonalityBaseDate_
Rate correctYoYRate(const Date &d, Rate r, const InflationTermStructure &iTS) const override
Rate correctZeroRate(const Date &d, Rate r, const InflationTermStructure &iTS) const override
virtual void validate() const
virtual Rate seasonalityCorrection(Rate r, const Date &d, const DayCounter &dc, const Date &curveBaseDate, bool isZeroRate) const
std::vector< Rate > seasonalityFactors_
virtual void set(const Date &seasonalityBaseDate, Frequency frequency, const std::vector< Rate > &seasonalityFactors)
~MultiplicativePriceSeasonality() override=default
virtual Frequency frequency() const
virtual Rate seasonalityFactor(const Date &d) const
The factor returned is NOT normalized relative to ANYTHING.
bool isConsistent(const InflationTermStructure &iTS) const override
MultiplicativePriceSeasonality()=default
A transformation of an existing inflation swap rate.
virtual Rate correctZeroRate(const Date &d, Rate r, const InflationTermStructure &iTS) const =0
virtual ~Seasonality()=default
virtual bool isConsistent(const InflationTermStructure &iTS) const
virtual Rate correctYoYRate(const Date &d, Rate r, const InflationTermStructure &iTS) const =0
Frequency
Frequency of events.
ext::shared_ptr< YieldTermStructure > r
Maps shared_ptr to either the boost or std implementation.