TermStructure Class Reference
#include <ql/termstructure.hpp>
Inheritance diagram for TermStructure:

Detailed Description
Basic term-structure functionality.
Public Member Functions | |
Dates | |
virtual const Date & | referenceDate () const |
the date at which discount = 1.0 and/or variance = 0.0 | |
virtual Calendar | calendar () const |
the calendar used for reference date calculation | |
virtual Date | maxDate () const=0 |
the latest date for which the curve can return values | |
virtual Time | maxTime () const |
the latest time for which the curve can return values | |
virtual DayCounter | dayCounter () const=0 |
the day counter used for date/time conversion | |
Observer interface | |
void | update () |
Protected Member Functions | |
Time | timeFromReference (const Date &date) const |
date/time conversion | |
void | checkRange (const Date &, bool extrapolate) const |
date-range check | |
void | checkRange (Time, bool extrapolate) const |
time-range check |
Constructor & Destructor Documentation
TermStructure | ( | ) |
default constructor
- Warning:
- term structures initialized by means of this constructor must manage their own reference date by overriding the referenceDate() method.
TermStructure | ( | ) |
default constructor
- Warning:
- term structures initialized by means of this constructor must manage their own reference date by overriding the referenceDate() method.
Member Function Documentation
void update | ( | ) | [virtual] |
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.
Implements Observer.
Reimplemented in ExtendedDiscountCurve, FlatForward, PiecewiseZeroSpreadedTermStructure, and CapVolatilityVector.