ZeroCurve Class Reference
[Term structures]

#include <ql/TermStructures/zerocurve.hpp>

Inheritance diagram for ZeroCurve:

Inheritance graph
[legend]
List of all members.

Detailed Description

Term structure based on linear interpolation of zero yields.


Public Member Functions

 ZeroCurve (const Date &todaysDate, const std::vector< Date > &dates, const std::vector< Rate > &yields, const DayCounter &dayCounter)
 ZeroCurve (const std::vector< Date > &dates, const std::vector< Rate > &yields, const DayCounter &dayCounter)
DayCounter dayCounter () const
 the day counter used for date/time conversion
Calendar calendar () const
 the calendar used for reference date calculation
const std::vector< Date > & dates () const
Date maxDate () const
 the latest date for which the curve can return rates
const std::vector< Time > & times () const
Time maxTime () const
 the latest time for which the curve can return rates

Protected Member Functions

Rate zeroYieldImpl (Time t) const
 zero-yield calculation


Constructor & Destructor Documentation

ZeroCurve const Date todaysDate,
const std::vector< Date > &  dates,
const std::vector< Rate > &  yields,
const DayCounter dayCounter
 

Deprecated:
use the constructor without today's date


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