QuantLib 0.3.8 http://quantlib.org Getting started Introduction Project overview Where to get QuantLib Installation Configuration Usage Frequently asked questions Version history Additional resources The QuantLib group Copyright and license Reference manual Modules Class Hierarchy Compound List File List Compound Members File Members Todo List Known Bugs Test Suite Deprecated Features Examples

ZeroYieldStructure Class Reference [Term structures] #include <ql/TermStructures/zeroyieldstructure.hpp> Inheritance diagram for ZeroYieldStructure: [legend]List of all members. Detailed Description Zero-yield term structure. This abstract class acts as an adapter to YieldTermStructure allowing the programmer to implement only the zeroYieldImpl(Time, bool) method in derived classes. Discount and forward are calculated from zero yields. Rates are assumed to be annual continuous compounding. Public Member Functions Constructors See the BaseTermStructure documentation for issues regarding constructors.   ZeroYieldStructure (const Date &todaysDate, const Date &referenceDate)   ZeroYieldStructure ()   ZeroYieldStructure (const Date &referenceDate)   ZeroYieldStructure (Integer settlementDays, const Calendar &) Protected Member Functions YieldTermStructure implementation DiscountFactor  discountImpl (Time) const virtual Rate  zeroYieldImpl (Time) const =0   zero-yield calculation Rate  forwardImpl (Time) const Rate  compoundForwardImpl (Time, Integer) const Constructor & Destructor Documentation ZeroYieldStructure (  const Date &  todaysDate, const Date &  referenceDate )    Deprecated: use the constructor without today's date; set the evaluation date through Settings::instance(). Member Function Documentation DiscountFactor discountImpl (  Time   )  const [protected, virtual]   Returns the discount factor for the given date calculating it from the zero yield. Implements YieldTermStructure. Rate forwardImpl (  Time   )  const [protected, virtual]   Returns the instantaneous forward rate for the given date calculating it from the zero yield. Implements YieldTermStructure. Reimplemented in ZeroSpreadedTermStructure. Rate compoundForwardImpl (  Time  , Integer  )  const [protected, virtual]   Returns the forward rate at a specified compound frequency for the given date calculating it from the zero yield. Implements YieldTermStructure.

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