ImpliedTermStructure Class Reference

#include <impliedtermstructure.hpp>

Inheritance diagram for ImpliedTermStructure:

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List of all members.

Detailed Description

Implied term structure at a given date in the future.

The given date will be the implied reference date.

Note:
This term structure will remain linked to the original structure, i.e., any changes in the latter will be reflected in this structure as well.


Public Member Functions

 ImpliedTermStructure (const RelinkableHandle< TermStructure > &, const Date &newTodaysDate, const Date &newReferenceDate)
TermStructure interface
DayCounter dayCounter () const
 returns the day counter

Date todaysDate () const
 returns today's date

Date referenceDate () const
 returns the reference date, i.e., the date at which discount = 1

Date maxDate () const
 returns the latest date for which the curve can return rates

Time maxTime () const
 returns the latest date for which the curve can return rates

Observer interface
void update ()

Protected Member Functions

DiscountFactor discountImpl (Time, bool extrapolate=false) const
 returns the discount factor as seen from the evaluation date


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.


The documentation for this class was generated from the following file:

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