TimeFromReference (3) Linux Manual Page

QuantLib::TermStructure – Basic term-structure functionality.

Synopsis

void update ()



Protected Member Functions
void checkRange (const Date &d, bool extrapolate) const


date-range check


void checkRange (Time t, bool extrapolate) const


time-range check



Protected Attributes

Inherits QuantLib::Observer, QuantLib::Observable, and QuantLib::Extrapolator. Inherited by CallableBondVolatilityStructure, CommodityCurve, DefaultProbabilityTermStructure, InflationTermStructure, VolatilityTermStructure, and YieldTermStructure.

Public Member Functions

Constructors
There are three ways in which a term structure can keep track of its reference date. The first is that such date is fixed; the second is that it is determined by advancing the current date of a given number of business days; and the third is that it is based on the reference date of some other structure. In the first case, the constructor taking a date is to be used; the default implementation of referenceDate() will then return such date. In the second case, the constructor taking a number of days and a calendar is to be used; referenceDate() will return a date calculated based on the current evaluation date, and the term structure and its observers will be notified when the evaluation date changes. In the last case, the referenceDate() method must be overridden in derived classes so that it fetches and return the appropriate date.

void update ()



Protected Member Functions
void checkRange (const Date &d, bool extrapolate) const


date-range check


void checkRange (Time t, bool extrapolate) const


time-range check



Protected Attributes

Dates and Time

void update ()



Protected Member Functions
void checkRange (const Date &d, bool extrapolate) const


date-range check


void checkRange (Time t, bool extrapolate) const


time-range check



Protected Attributes

Observer interface

void update ()



Protected Member Functions
void checkRange (const Date &d, bool extrapolate) const


date-range check


void checkRange (Time t, bool extrapolate) const


time-range check



Protected Attributes

bool moving_

Calendar calendar_

Detailed Description

Basic term-structure functionality.

Constructor & Destructor Documentation

TermStructure (const DayCounter & dc = DayCounter())

default constructor

Warning

term structures initialized by means of this constructor must manage their own reference date by overriding the referenceDate() method.

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.

Implements Observer.

Reimplemented in AbcdAtmVolCurve, ExtendedBlackVarianceCurve, ExtendedBlackVarianceSurface, SabrVolSurface, ExtendedDiscountCurve, PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >, PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits >, CapFloorTermVolCurve, CapFloorTermVolSurface, StrippedOptionletAdapter, FittedBondDiscountCurve, FlatForward, and PiecewiseZeroSpreadedTermStructure.

Author

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timeFromReference (3) Linux Manual Page