InterpolatedZeroCurve< Interpolator > Class Template Reference

YieldTermStructure based on interpolation of zero rates. More...

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

Inheritance diagram for InterpolatedZeroCurve< Interpolator >:

List of all members.

Public Member Functions

 InterpolatedZeroCurve (const std::vector< Date > &dates, const std::vector< Rate > &yields, const DayCounter &dayCounter, const Calendar &calendar=Calendar(), const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >(), const Interpolator &interpolator=Interpolator())
 InterpolatedZeroCurve (const std::vector< Date > &dates, const std::vector< Rate > &yields, const DayCounter &dayCounter, const Calendar &calendar, const Interpolator &interpolator)
 InterpolatedZeroCurve (const std::vector< Date > &dates, const std::vector< Rate > &yields, 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< Rate > & zeroRates () const
std::vector< std::pair< Date,
Real > > 
nodes () const

Protected Member Functions

 InterpolatedZeroCurve (const DayCounter &, const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >(), const Interpolator &interpolator=Interpolator())
 InterpolatedZeroCurve (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())
 InterpolatedZeroCurve (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())
ZeroYieldStructure implementation
Rate zeroYieldImpl (Time t) const
 zero-yield calculation

Protected Attributes

std::vector< Datedates_

Detailed Description

template<class Interpolator>
class QuantLib::InterpolatedZeroCurve< Interpolator >

YieldTermStructure based on interpolation of zero rates.