quantlib.termstructures.inflation.seasonality.MultiplicativePriceSeasonality

class MultiplicativePriceSeasonality(Date d, Frequency frequency, vector[Rate] seasonality_factors)

Bases: Seasonality

__init__(*args, **kwargs)

Methods

__init__(*args, **kwargs)

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, ...)

Attributes

frequency

seasonality_base_date

seasonality_factors

isConsistent(self, InflationTermStructure iTS)
seasonality_factor(self, Date d)
set(self, Date seasonality_base_date, Frequency frequency, vector[Rate] seasonality_factors)