![]() QuantLib 0.3.9Getting startedReference manual |
PiecewiseYieldCurve Class Template Reference |
Public Member Functions | |
Constructors | |
PiecewiseYieldCurve (const Date &referenceDate, const std::vector< boost::shared_ptr< RateHelper > > &instruments, const DayCounter &dayCounter, Real accuracy=1.0e-12, const Interpolator &i=Interpolator()) | |
PiecewiseYieldCurve (Integer settlementDays, const Calendar &calendar, const std::vector< boost::shared_ptr< RateHelper > > &instruments, const DayCounter &dayCounter, Real accuracy=1.0e-12, const Interpolator &i=Interpolator()) | |
YieldTermStructure interface | |
const std::vector< Date > & | dates () const |
Date | maxDate () const |
const std::vector< Time > & | times () const |
Time | maxTime () const |
Observer interface | |
void | update () |
Friends | |
class | ObjectiveFunction |
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This method must be implemented in derived classes. An instance of Observer does not call this method directly: instead, it will be called by the observables the instance registered with when they need to notify any changes. Reimplemented from LazyObject. |
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