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