ImpliedTermStructure Class Reference#include <ql/TermStructures/impliedtermstructure.hpp>
Inheritance diagram for ImpliedTermStructure:
[legend]List of all members.
Detailed Description
Implied term structure at a given date in the future.
The given date will be the implied reference date.
- Note:
- This term structure will remain linked to the original structure, i.e., any changes in the latter will be reflected in this structure as well.
|
Public Member Functions |
| ImpliedTermStructure (const RelinkableHandle< TermStructure > &, const Date &newTodaysDate, const Date &newReferenceDate) |
|
DayCounter | dayCounter () const |
| the day counter used for date/time conversion
|
Date | todaysDate () const |
| today's date
|
Date | referenceDate () const |
| the reference date, i.e., the date at which discount = 1
|
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
|
|
void | update () |
Protected Member Functions |
DiscountFactor | discountImpl (Time, bool extrapolate=false) const |
| returns the discount factor as seen from the evaluation date
|
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. |
|