![]() QuantLib 0.3.7Getting startedReference manual |
ForwardRateStructure Class Reference |
Protected Member Functions | |
Rate | zeroYieldImpl (Time) const |
DiscountFactor | discountImpl (Time) const |
Rate | compoundForwardImpl (Time, Integer) const |
|
Returns the zero yield rate for the given date calculating it from the instantaneous forward rate.
Implements TermStructure. Reimplemented in CompoundForward, and ForwardSpreadedTermStructure. |
|
Returns the discount factor for the given date calculating it from the instantaneous forward rate. Implements TermStructure. Reimplemented in CompoundForward. |
|
Returns the forward rate at a specified compound frequency for the given date calculating it from the zero yield. Implements TermStructure. Reimplemented in CompoundForward. |
QuantLib.org![]() |
Hosted by![]() |
Documentation generated by![]() |