quantlib.termstructures.inflation.seasonality.
MultiplicativePriceSeasonality¶
- class MultiplicativePriceSeasonality(Date d, Frequency frequency, vector[Rate] seasonality_factors)¶
Bases:
Seasonality- Attributes:
- frequency
- seasonality_base_date
- seasonality_factors
Methods
correctYoYRate(self, Date d, Rate r, ...)correctZeroRate(self, Date d, Rate r, ...)isConsistent(self, InflationTermStructure iTS)seasonality_factor(self, Date d)set(self, Date seasonality_base_date, ...)