QuantLib 0.3.3
User manual
Introduction to QuantLib
QuantLib components
Reference manual
ImpliedTermStructure Class Reference
#include <impliedtermstructure.hpp>
Inheritance diagram for ImpliedTermStructure:
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
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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:
- ql/TermStructures/impliedtermstructure.hpp
