Class KerkhofSeasonality

Hierarchy

MultiplicativePriceSeasonality
- KerkhofSeasonality

Index

Constructors

constructor

Methods

Constructors

constructor

new KerkhofSeasonality(seasonalityBaseDate: Date, seasonalityFactors: Rate[]): KerkhofSeasonality

Overrides MultiplicativePriceSeasonality.constructor
- Defined in ql/termstructures/inflation/seasonality.ts:299
Parameters
- seasonalityBaseDate: Date
- seasonalityFactors: Rate[]
Returns KerkhofSeasonality

Methods

correctYoYRate

correctYoYRate(d: Date, r: Rate, iTS: InflationTermStructure): Rate

Inherited from MultiplicativePriceSeasonality.correctYoYRate

Overrides Seasonality.correctYoYRate
- Defined in ql/termstructures/inflation/seasonality.ts:200
Parameters
- d: Date
- r: Rate
- iTS: InflationTermStructure
Returns Rate

correctZeroRate

correctZeroRate(d: Date, r: Rate, iTS: InflationTermStructure): Rate

Inherited from MultiplicativePriceSeasonality.correctZeroRate

Overrides Seasonality.correctZeroRate
- Defined in ql/termstructures/inflation/seasonality.ts:186
Parameters
- d: Date
- r: Rate
- iTS: InflationTermStructure
Returns Rate

frequency

frequency(): Frequency

Inherited from MultiplicativePriceSeasonality.frequency
- Defined in ql/termstructures/inflation/seasonality.ts:125
Returns Frequency

isConsistent

isConsistent(iTS: InflationTermStructure): boolean

Inherited from MultiplicativePriceSeasonality.isConsistent

Overrides Seasonality.isConsistent
- Defined in ql/termstructures/inflation/seasonality.ts:207
Parameters
- iTS: InflationTermStructure
Returns boolean

seasonalityBaseDate

seasonalityBaseDate(): Date

Inherited from MultiplicativePriceSeasonality.seasonalityBaseDate
- Defined in ql/termstructures/inflation/seasonality.ts:121
Returns Date

Protected seasonalityCorrection

seasonalityCorrection(rate: Rate, atDate: Date, dc: DayCounter, curveBaseDate: Date, isZeroRate: boolean): Rate

Overrides MultiplicativePriceSeasonality.seasonalityCorrection
- Defined in ql/termstructures/inflation/seasonality.ts:339
Parameters
- rate: Rate
- atDate: Date
- dc: DayCounter
- curveBaseDate: Date
- isZeroRate: boolean
Returns Rate

seasonalityFactor

seasonalityFactor(to: Date): Real

Overrides MultiplicativePriceSeasonality.seasonalityFactor
- Defined in ql/termstructures/inflation/seasonality.ts:304
Parameters
- to: Date
Returns Real

seasonalityFactors

seasonalityFactors(): Rate[]

Inherited from MultiplicativePriceSeasonality.seasonalityFactors
- Defined in ql/termstructures/inflation/seasonality.ts:129
Returns Rate[]

set

set(seasonalityBaseDate: Date, frequency: Frequency, seasonalityFactors: Rate[]): void

Inherited from MultiplicativePriceSeasonality.set
- Defined in ql/termstructures/inflation/seasonality.ts:110
Parameters
- seasonalityBaseDate: Date
- frequency: Frequency
- seasonalityFactors: Rate[]
Returns void

Protected validate

validate(): void

Inherited from MultiplicativePriceSeasonality.validate
- Defined in ql/termstructures/inflation/seasonality.ts:240
Returns void