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

Detailed Description
template<class Interpolator>
class QuantLib::InterpolatedZeroCurve< Interpolator >
Term structure based on interpolation of zero yields.
Inspectors | |
std::vector< Date > | dates_ |
std::vector< Time > | times_ |
std::vector< Rate > | data_ |
Interpolation | interpolation_ |
Interpolator | interpolator_ |
Date | maxDate () const |
the latest date for which the curve can return values | |
const std::vector< Time > & | times () const |
const std::vector< Date > & | dates () const |
const std::vector< Rate > & | zeroRates () const |
std::vector< std::pair< Date, Rate > > | nodes () const |
InterpolatedZeroCurve (const DayCounter &, const Interpolator &interpolator=Interpolator()) | |
InterpolatedZeroCurve (const Date &referenceDate, const DayCounter &, const Interpolator &interpolator=Interpolator()) | |
InterpolatedZeroCurve (Natural settlementDays, const Calendar &, const DayCounter &, const Interpolator &interpolator=Interpolator()) | |
Rate | zeroYieldImpl (Time t) const |
zero-yield calculation | |
Public Member Functions | |
InterpolatedZeroCurve (const std::vector< Date > &dates, const std::vector< Rate > &yields, const DayCounter &dayCounter, const Interpolator &interpolator=Interpolator()) |