InterpolatedDiscountCurve (3) Linux Manual Page
QuantLib::InterpolatedDiscountCurve – Term structure based on interpolation of discount factors.
Synopsis
#include <ql/termstructures/yield/discountcurve.hpp>Inherits QuantLib::YieldTermStructure, and boost::noncopyable.
Inherited by ExtendedDiscountCurve.
Public Member Functions
InterpolatedDiscountCurve (const std::vector< Date > &dates, const std::vector< DiscountFactor > &dfs, const DayCounter &dayCounter, const Calendar &cal=Calendar(), const Interpolator &interpolator=Interpolator())Inspectors
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< DiscountFactor > & discounts () const
std::vector< std::pair< Date, DiscountFactor > > nodes () const
Protected Member Functions
InterpolatedDiscountCurve (const DayCounter &, const Interpolator &interpolator=Interpolator())InterpolatedDiscountCurve (const Date &referenceDate, const DayCounter &, const Interpolator &interpolator=Interpolator())
InterpolatedDiscountCurve (Natural settlementDays, const Calendar &, const DayCounter &, const Interpolator &interpolator=Interpolator())
DiscountFactor discountImpl (Time) const
discount calculation
Protected Attributes
std::vector< Date > dates_std::vector< Time > times_
std::vector< DiscountFactor > data_
Interpolation interpolation_
Interpolator interpolator_