QuantLib 0.3.8
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Reference manual
ZeroCurve Class Reference
[Term structures]
#include <ql/TermStructures/zerocurve.hpp>
Inheritance diagram for ZeroCurve:
Detailed Description
Term structure based on linear interpolation of zero yields.
Public Member Functions | |
| ZeroCurve (const Date &todaysDate, const std::vector< Date > &dates, const std::vector< Rate > &yields, const DayCounter &dayCounter) | |
| ZeroCurve (const std::vector< Date > &dates, const std::vector< Rate > &yields, const DayCounter &dayCounter) | |
| DayCounter | dayCounter () const |
| the day counter used for date/time conversion | |
| Calendar | calendar () const |
| the calendar used for reference date calculation | |
| const std::vector< Date > & | dates () const |
| Date | maxDate () const |
| the latest date for which the curve can return rates | |
| const std::vector< Time > & | times () const |
| Time | maxTime () const |
| the latest time for which the curve can return rates | |
Protected Member Functions | |
| Rate | zeroYieldImpl (Time t) const |
| zero-yield calculation | |
Constructor & Destructor Documentation
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