ZeroYieldStructure Class Reference
[Term structures]

#include <ql/termstructure.hpp>

Inheritance diagram for ZeroYieldStructure:

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List of all members.

Detailed Description

Zero yield term structure.

This abstract class acts as an adapter to TermStructure allowing the programmer to implement only the zeroYieldImpl(Time, bool) method in derived classes.

Rates are assumed to be annual continuous compounding.


Protected Member Functions

DiscountFactor discountImpl (Time) const
Rate forwardImpl (Time) const
Rate compoundForwardImpl (Time, Integer) const


Member Function Documentation

DiscountFactor discountImpl Time   )  const [protected, virtual]
 

Returns the discount factor for the given date calculating it from the zero yield.

Implements TermStructure.

Rate forwardImpl Time   )  const [protected, virtual]
 

Returns the instantaneous forward rate for the given date calculating it from the zero yield.

Implements TermStructure.

Reimplemented in ZeroSpreadedTermStructure.

Rate compoundForwardImpl Time  ,
Integer 
const [protected, virtual]
 

Returns the forward rate at a specified compound frequency for the given date calculating it from the zero yield.

Implements TermStructure.


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