InterpolatedZeroCurve (3) - Linux Manuals
InterpolatedZeroCurve: Term structure based on interpolation of zero yields.
NAME
QuantLib::InterpolatedZeroCurve - Term structure based on interpolation of zero yields.
SYNOPSIS
#include <ql/termstructures/yield/zerocurve.hpp>
Inherits QuantLib::ZeroYieldStructure, and boost::noncopyable.
Public Member Functions
InterpolatedZeroCurve (const std::vector< Date > &dates, const std::vector< Rate > &yields, 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 > & 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
Detailed Description
template<class Interpolator> class QuantLib::InterpolatedZeroCurve< Interpolator >
Term structure based on interpolation of zero yields.
Author
Generated automatically by Doxygen for QuantLib from the source code.