InterpolatedDiscountCurve Class Template Reference
[Term structures]

YieldTermStructure based on interpolation of discount factors. More...

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

Inheritance diagram for InterpolatedDiscountCurve:

List of all members.

Public Member Functions

 InterpolatedDiscountCurve (const std::vector< Date > &dates, const std::vector< DiscountFactor > &dfs, const DayCounter &dayCounter, const Calendar &cal=Calendar(), const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >(), const Interpolator &interpolator=Interpolator())
 InterpolatedDiscountCurve (const std::vector< Date > &dates, const std::vector< DiscountFactor > &dfs, const DayCounter &dayCounter, const Calendar &calendar, const Interpolator &interpolator)
 InterpolatedDiscountCurve (const std::vector< Date > &dates, const std::vector< DiscountFactor > &dfs, const DayCounter &dayCounter, const Interpolator &interpolator)
TermStructure interface
Date maxDate () const
 the latest date for which the curve can return values
other inspectors
const std::vector< Time > & times () const
const std::vector< Date > & dates () const
const std::vector< Real > & data () const
const std::vector
< DiscountFactor > & 
discounts () const
std::vector< std::pair< Date,
Real > > 
nodes () const

Protected Member Functions

 InterpolatedDiscountCurve (const DayCounter &, const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >(), const Interpolator &interpolator=Interpolator())
 InterpolatedDiscountCurve (const Date &referenceDate, const DayCounter &, const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >(), const Interpolator &interpolator=Interpolator())
 InterpolatedDiscountCurve (Natural settlementDays, const Calendar &, const DayCounter &, const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >(), const Interpolator &interpolator=Interpolator())
YieldTermStructure implementation
DiscountFactor discountImpl (Time) const
 discount factor calculation

Protected Attributes

std::vector< Datedates_


Detailed Description

template<class Interpolator>
class QuantLib::InterpolatedDiscountCurve< Interpolator >

YieldTermStructure based on interpolation of discount factors.