ImpliedTermStructure Class Reference
[Term structures]
#include <ql/termstructures/yieldcurves/impliedtermstructure.hpp>
Inheritance diagram for ImpliedTermStructure:

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:
- the correctness of the returned values is tested by checking them against numerical calculations.
- observability against changes in the underlying term structure is checked.
Public Member Functions | |
ImpliedTermStructure (const Handle< YieldTermStructure > &, const Date &referenceDate) | |
YieldTermStructure interface | |
DayCounter | dayCounter () const |
the day counter used for date/time conversion | |
Calendar | calendar () const |
the calendar used for reference date calculation | |
Date | maxDate () const |
the latest date for which the curve can return values | |
Protected Member Functions | |
DiscountFactor | discountImpl (Time) const |
returns the discount factor as seen from the evaluation date |