InterpolatedZeroCurve Class Template Reference
[Term structures]

#include <ql/termstructures/yieldcurves/zerocurve.hpp>

Inheritance diagram for InterpolatedZeroCurve:

Inheritance graph
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List of all members.

Detailed Description

template<class Interpolator>
class QuantLib::InterpolatedZeroCurve< Interpolator >

Term structure based on interpolation of zero yields.


Inspectors

std::vector< Datedates_
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())