![]() QuantLib 0.3.8Getting startedReference manual |
ForwardRateStructure Class Reference |
Public Member Functions | |
Constructors | |
See the BaseTermStructure documentation for issues regarding constructors. | |
ForwardRateStructure (const Date &todaysDate, const Date &referenceDate) | |
ForwardRateStructure () | |
ForwardRateStructure (const Date &referenceDate) | |
ForwardRateStructure (Integer settlementDays, const Calendar &) | |
Protected Member Functions | |
YieldTermStructure implementation | |
DiscountFactor | discountImpl (Time) const |
virtual Rate | forwardImpl (Time) const =0 |
instantaneous forward-rate calculation | |
virtual Rate | zeroYieldImpl (Time) const |
Rate | compoundForwardImpl (Time, Integer) const |
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Returns the discount factor for the given date calculating it from the instantaneous forward rate. Implements YieldTermStructure. Reimplemented in CompoundForward. |
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Returns the zero yield rate for the given date calculating it from the instantaneous forward rate.
Implements YieldTermStructure. Reimplemented in CompoundForward, and ForwardSpreadedTermStructure. |
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Returns the forward rate at a specified compound frequency for the given date calculating it from the zero yield. Implements YieldTermStructure. Reimplemented in CompoundForward. |
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