TermStructure Class Reference

#include <ql/termstructure.hpp>

Inheritance diagram for TermStructure:

Inheritance graph
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List of all members.

Detailed Description

Basic term-structure functionality.


Public Member Functions

Dates
virtual const DatereferenceDate () const
 the date at which discount = 1.0 and/or variance = 0.0
virtual Calendar calendar () const
 the calendar used for reference date calculation
virtual Date maxDate () const=0
 the latest date for which the curve can return values
virtual Time maxTime () const
 the latest time for which the curve can return values
virtual DayCounter dayCounter () const=0
 the day counter used for date/time conversion
Observer interface
void update ()

Protected Member Functions

Time timeFromReference (const Date &date) const
 date/time conversion
void checkRange (const Date &, bool extrapolate) const
 date-range check
void checkRange (Time, bool extrapolate) const
 time-range check


Constructor & Destructor Documentation

TermStructure (  ) 

default constructor

Warning:
term structures initialized by means of this constructor must manage their own reference date by overriding the referenceDate() method.

TermStructure (  ) 

default constructor

Warning:
term structures initialized by means of this constructor must manage their own reference date by overriding the referenceDate() method.


Member Function Documentation

void update (  )  [virtual]

This method must be implemented in derived classes. An instance of Observer does not call this method directly: instead, it will be called by the observables the instance registered with when they need to notify any changes.

Implements Observer.

Reimplemented in ExtendedDiscountCurve, FlatForward, PiecewiseZeroSpreadedTermStructure, and CapVolatilityVector.