ImpliedTermStructure Class Reference
[Term structures]
#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.
- Tests:
- a) the correctness of the returned values is tested by checking them against numerical calculations.
b) observability against changes in the underlying term structure is checked.
Constructor & Destructor Documentation
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