# reversebootstrap (3) - Linux Man Pages

## reversebootstrap: Term structure based on loglinear interpolation of discount factors.

## NAME

QuantLib::ExtendedDiscountCurve - Term structure based on loglinear interpolation of discount factors.

## SYNOPSIS

#include <ql/legacy/termstructures/extendeddiscountcurve.hpp>

Inherits **QuantLib::InterpolatedDiscountCurve< LogLinear >**.

### Public Member Functions

**ExtendedDiscountCurve** (const std::vector< **Date** > &dates, const std::vector< DiscountFactor > &dfs, const **Calendar** &calendar, const **BusinessDayConvention** conv, const **DayCounter** &dayCounter)

**BusinessDayConvention** **businessDayConvention** () const

void **update** ()

**Rate** **compoundForward** (const **Date** &d1, Integer f, bool extrapolate=false) const

**Rate** **compoundForward** (Time t1, Integer f, bool extrapolate=false) const

### Protected Member Functions

**Rate** **compoundForwardImpl** (Time, Integer) const

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

void **calibrateNodes** () const

boost::shared_ptr< **CompoundForward** > **reversebootstrap** (Integer) const

boost::shared_ptr< **CompoundForward** > **forwardCurve** (Integer) const

## Detailed Description

Term structure based on loglinear interpolation of discount factors.

Loglinear interpolation guarantees piecewise constant forward rates.

Rates are assumed to be annual continuos compounding.

## Member Function Documentation

### void update () [virtual]

This method must be implemented in derived classes. An instance of Observer does not call this method directly: instead, it will be called by the observables the instance registered with when they need to notify any changes.

Reimplemented from **TermStructure**.

**Rate** compoundForwardImpl (Time, Integer) const [protected]

Returns the forward rate at a specified compound frequency for the given date calculating it from the zero yield.

**Rate** zeroYieldImpl (Time) const [protected]

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

## Author

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