# InterpolatedForwardCurve (3) - Linux Manuals

## InterpolatedForwardCurve: Term structure based on interpolation of forward rates.

## NAME

QuantLib::InterpolatedForwardCurve - Term structure based on interpolation of forward rates.

## SYNOPSIS

#include <ql/termstructures/yield/forwardcurve.hpp>

Inherits **QuantLib::ForwardRateStructure**, and boost::noncopyable.

### Public Member Functions

**InterpolatedForwardCurve** (const std::vector< **Date** > &dates, const std::vector< **Rate** > &forwards, const **DayCounter** &dayCounter, const Interpolator &interpolator=Interpolator())

### 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** > & **forwards** () const

std::vector< std::pair< **Date**, **Rate** > > **nodes** () const

**InterpolatedForwardCurve** (const **DayCounter** &, const Interpolator &interpolator=Interpolator())

**InterpolatedForwardCurve** (const **Date** &referenceDate, const **DayCounter** &, const Interpolator &interpolator=Interpolator())

**InterpolatedForwardCurve** (**Natural** settlementDays, const **Calendar** &, const **DayCounter** &, const Interpolator &interpolator=Interpolator())

**Rate** **forwardImpl** (Time t) const

*instantaneous forward-rate calculation *

**Rate** **zeroYieldImpl** (Time t) const

## Detailed Description

### template<class Interpolator> class QuantLib::InterpolatedForwardCurve< Interpolator >

Term structure based on interpolation of forward rates.

## Member Function Documentation

**Rate** zeroYieldImpl (Time t) const [protected, virtual]

Returns the zero yield rate for the given date calculating it from the instantaneous forward rate.

**Warning**

- This is just a default, highly inefficient and possibly wildly inaccurate implementation. Derived classes should implement their own zeroYield method.

Reimplemented from **ForwardRateStructure**.

## Author

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