![]() QuantLib 0.3.7Getting startedReference manual |
DiscountCurve Class Reference |
Public Member Functions | |
DiscountCurve (const Date &todaysDate, const std::vector< Date > &dates, const std::vector< DiscountFactor > &dfs, const DayCounter &dayCounter=Actual365()) | |
Date | todaysDate () const |
today's date | |
Date | referenceDate () const |
the reference date, i.e., the date at which discount = 1 | |
DayCounter | dayCounter () const |
the day counter used for date/time conversion | |
Date | maxDate () const |
the latest date for which the curve can return rates | |
Time | maxTime () const |
the latest time for which the curve can return rates | |
const std::vector< Time > & | times () const |
const std::vector< Date > & | dates () const |
const std::vector< DiscountFactor > & | discounts () const |
Protected Member Functions | |
DiscountFactor | discountImpl (Time) const |
discount calculation | |
Size | referenceNode (Time) const |
Protected Attributes | |
Date | todaysDate_ |
Date | referenceDate_ |
DayCounter | dayCounter_ |
std::vector< Date > | dates_ |
std::vector< DiscountFactor > | discounts_ |
std::vector< Time > | times_ |
Interpolation | interpolation_ |
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