InterpolatedZeroCurve Class Template Reference
[Term structures]

#include <ql/TermStructures/zerocurve.hpp>

Inheritance diagram for InterpolatedZeroCurve:

Inheritance graph
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List of all members.

Detailed Description

template<class Interpolator>
class QuantLib::InterpolatedZeroCurve< Interpolator >

Term structure based on interpolation of zero yields.


Inspectors

DayCounter dayCounter () const
 the day counter used for date/time conversion
Date maxDate () const
 the latest date for which the curve can return rates
Time maxTime () const
 the latest time for which the curve can return rates
const std::vector< Time > & times () const
const std::vector< Date > & dates () const
 InterpolatedZeroCurve (const DayCounter &, const Interpolator &interpolator=Interpolator())
 InterpolatedZeroCurve (const Date &referenceDate, const DayCounter &, const Interpolator &interpolator=Interpolator())
 InterpolatedZeroCurve (Integer settlementDays, const Calendar &, const DayCounter &, const Interpolator &interpolator=Interpolator())
Rate zeroYieldImpl (Time t) const
 zero-yield calculation
DayCounter dayCounter_
std::vector< Datedates_
std::vector< Timetimes_
std::vector< Ratedata_
Interpolation interpolation_
Interpolator interpolator_

Public Member Functions

 InterpolatedZeroCurve (const std::vector< Date > &dates, const std::vector< Rate > &yields, const DayCounter &dayCounter, const Interpolator &interpolator=Interpolator())


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