![]() QuantLib 0.3.9Getting startedReference manual |
ForwardRateStructure Class Reference |
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Public Member Functions | |
Constructors | |
See the TermStructure documentation for issues regarding constructors. | |
| ForwardRateStructure () | |
| ForwardRateStructure (const Date &referenceDate) | |
| ForwardRateStructure (Integer settlementDays, const Calendar &) | |
Protected Member Functions | |
YieldTermStructure implementation | |
| DiscountFactor | discountImpl (Time) const |
| virtual Rate | forwardImpl (Time) const =0 |
| instantaneous forward-rate calculation | |
| virtual Rate | zeroYieldImpl (Time) const |
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Returns the discount factor for the given date calculating it from the instantaneous forward rate. Implements YieldTermStructure. Reimplemented in CompoundForward. |
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Returns the zero yield rate for the given date calculating it from the instantaneous forward rate.
Reimplemented in CompoundForward, InterpolatedForwardCurve, and ForwardSpreadedTermStructure. |
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