Class InflationTermStructureExtensions

Namespace

NanoQL.TermStructures

Assembly

NanoQL.dll

QuantLib's InflationTermStructure::setSeasonality, which changes a built structure, as a copy of the receiver's own type.

public static class InflationTermStructureExtensions

Inheritance

object

InflationTermStructureExtensions

Inherited Members

object.GetType()

object.MemberwiseClone()

object.ToString()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Methods

SetSeasonality<T>(T, Seasonality?, EvaluationContext)

A copy of an inflation term structure with another seasonality.

public static T SetSeasonality<T>(this T curve, Seasonality? seasonality, EvaluationContext context) where T : InflationTermStructure

Parameters

curve T

The structure; it is unchanged.

seasonality Seasonality

The seasonality, or null for none, as QuantLib's setter always replaces it.

context EvaluationContext

The evaluation context, under which a bootstrapped curve's copy is bootstrapped again, from a cold start.

Returns

T

The copy.

Type Parameters

T

The structure's type, which the copy keeps.

Remarks

QuantLib's setter changes its curve, and assigns before it checks, so a refused seasonality stays on the curve; here the receiver is unchanged whether the seasonality is accepted or refused, a documented divergence. QuantLib re-bootstraps a piecewise curve warm, from its own nodes, which differs from a fresh build by up to 7.9e-15 at QuantLib's default accuracy; here the copy is always built afresh, a documented divergence.

Exceptions

ArgumentNullException

curve or context is null.

NanoQLException

The seasonality is inconsistent with the structure: the seasonality's own refusal, as a multi-year MultiplicativePriceSeasonality's, or QuantLib's "Seasonality inconsistent with inflation term structure" when its IsConsistent(InflationTermStructure) returns false.