ZeroYieldStructure Class Reference
[Term structures]
#include <ql/termstructure.hpp>
Inheritance diagram for ZeroYieldStructure:
[legend]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.
Member Function Documentation
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Returns the discount factor for the given date calculating it from the zero yield.
Implements TermStructure. |
Rate forwardImpl |
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Time |
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const [protected, virtual] |
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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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