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<b>QuantLib</b>::<a class="el" href="class_quant_lib_1_1_interpolated_discount_curve.html">InterpolatedDiscountCurve</a></div>
<h1>InterpolatedDiscountCurve Class Template Reference<br>
<small>
[<a class="el" href="group__yieldtermstructures.html">Term structures</a>]</small>
</h1><!-- doxytag: class="QuantLib::InterpolatedDiscountCurve" --><!-- doxytag: inherits="QuantLib::YieldTermStructure" --><code>#include <ql/TermStructures/discountcurve.hpp></code>
<p>
Inheritance diagram for InterpolatedDiscountCurve:<p><center><img src="class_quant_lib_1_1_interpolated_discount_curve__inherit__graph.png" border="0" usemap="#_interpolated_discount_curve__inherit__map" alt="Inheritance graph"></center>
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<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center><a href="class_quant_lib_1_1_interpolated_discount_curve-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
<h3>template<class Interpolator><br>
class QuantLib::InterpolatedDiscountCurve< Interpolator ></h3>
Term structure based on interpolation of discount factors.
<p>
<table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2094337c6ad056358726325e1d87e2d6"></a><!-- doxytag: member="QuantLib::InterpolatedDiscountCurve::InterpolatedDiscountCurve" ref="2094337c6ad056358726325e1d87e2d6" args="(const std::vector< Date > &dates, const std::vector< DiscountFactor > &dfs, const DayCounter &dayCounter, const Interpolator &interpolator=Interpolator())" -->
</td><td class="memItemRight" valign="bottom"><b>InterpolatedDiscountCurve</b> (const std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > &dates, const std::vector< DiscountFactor > &dfs, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dayCounter, const Interpolator &interpolator=Interpolator())</td></tr>
<tr><td colspan="2"><div class="groupHeader">Inspectors</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d49654ea33055b03f8666910acc13880"></a><!-- doxytag: member="QuantLib::InterpolatedDiscountCurve::dayCounter" ref="d49654ea33055b03f8666910acc13880" args="() const" -->
<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interpolated_discount_curve.html#d49654ea33055b03f8666910acc13880">dayCounter</a> () const</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">the day counter used for date/time conversion <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6fa1d746e67f372c6e09e4ec9ad8973b"></a><!-- doxytag: member="QuantLib::InterpolatedDiscountCurve::maxDate" ref="6fa1d746e67f372c6e09e4ec9ad8973b" args="() const" -->
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interpolated_discount_curve.html#6fa1d746e67f372c6e09e4ec9ad8973b">maxDate</a> () const</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">the latest date for which the curve can return values <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4950639c8f60a60050efe2772e1d6a2a"></a><!-- doxytag: member="QuantLib::InterpolatedDiscountCurve::maxTime" ref="4950639c8f60a60050efe2772e1d6a2a" args="() const" -->
Time </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interpolated_discount_curve.html#4950639c8f60a60050efe2772e1d6a2a">maxTime</a> () const</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">the latest time for which the curve can return values <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9c05af40300cb8466ae21f698a15f728"></a><!-- doxytag: member="QuantLib::InterpolatedDiscountCurve::times" ref="9c05af40300cb8466ae21f698a15f728" args="() const" -->
const std::vector< Time > & </td><td class="memItemRight" valign="bottom"><b>times</b> () const</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="53d21e09ca3857d3c49b13b23d1bd65d"></a><!-- doxytag: member="QuantLib::InterpolatedDiscountCurve::dates" ref="53d21e09ca3857d3c49b13b23d1bd65d" args="() const" -->
const std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > & </td><td class="memItemRight" valign="bottom"><b>dates</b> () const</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3bc50cb6e99a8037ad726364854671f8"></a><!-- doxytag: member="QuantLib::InterpolatedDiscountCurve::discounts" ref="3bc50cb6e99a8037ad726364854671f8" args="() const" -->
const std::vector< DiscountFactor > & </td><td class="memItemRight" valign="bottom"><b>discounts</b> () const</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ae0094765c1793979b4abf50ccaa8eb2"></a><!-- doxytag: member="QuantLib::InterpolatedDiscountCurve::nodes" ref="ae0094765c1793979b4abf50ccaa8eb2" args="() const" -->
std::vector< std::pair< <a class="el" href="class_quant_lib_1_1_date.html">Date</a>,<br>
DiscountFactor > > </td><td class="memItemRight" valign="bottom"><b>nodes</b> () const</td></tr>
<tr><td colspan="2"><br><h2>Protected Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="229289a110c5ddf6a01833aeee84853a"></a><!-- doxytag: member="QuantLib::InterpolatedDiscountCurve::InterpolatedDiscountCurve" ref="229289a110c5ddf6a01833aeee84853a" args="(const DayCounter &, const Interpolator &interpolator=Interpolator())" -->
</td><td class="memItemRight" valign="bottom"><b>InterpolatedDiscountCurve</b> (const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &, const Interpolator &interpolator=Interpolator())</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e2f89bd26c0f85a7033921ef880480df"></a><!-- doxytag: member="QuantLib::InterpolatedDiscountCurve::InterpolatedDiscountCurve" ref="e2f89bd26c0f85a7033921ef880480df" args="(const Date &referenceDate, const DayCounter &, const Interpolator &interpolator=Interpolator())" -->
</td><td class="memItemRight" valign="bottom"><b>InterpolatedDiscountCurve</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &referenceDate, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &, const Interpolator &interpolator=Interpolator())</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dac354483ad9ed2506a09a0aee5d61b2"></a><!-- doxytag: member="QuantLib::InterpolatedDiscountCurve::InterpolatedDiscountCurve" ref="dac354483ad9ed2506a09a0aee5d61b2" args="(Integer settlementDays, const Calendar &, const DayCounter &, const Interpolator &interpolator=Interpolator())" -->
</td><td class="memItemRight" valign="bottom"><b>InterpolatedDiscountCurve</b> (Integer settlementDays, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &, const Interpolator &interpolator=Interpolator())</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="08c98cafd406e91aa8e17cedb889c99d"></a><!-- doxytag: member="QuantLib::InterpolatedDiscountCurve::discountImpl" ref="08c98cafd406e91aa8e17cedb889c99d" args="(Time) const" -->
DiscountFactor </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interpolated_discount_curve.html#08c98cafd406e91aa8e17cedb889c99d">discountImpl</a> (Time) const</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">discount calculation <br></td></tr>
<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="76c6c2d60ef1370e20bdf40a0e0ca642"></a><!-- doxytag: member="QuantLib::InterpolatedDiscountCurve::dayCounter_" ref="76c6c2d60ef1370e20bdf40a0e0ca642" args="" -->
<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> </td><td class="memItemRight" valign="bottom"><b>dayCounter_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="361b6eadf2fb8b49e1a53073e0f8f11d"></a><!-- doxytag: member="QuantLib::InterpolatedDiscountCurve::dates_" ref="361b6eadf2fb8b49e1a53073e0f8f11d" args="" -->
std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > </td><td class="memItemRight" valign="bottom"><b>dates_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="63b1ac1fe6074fcd9789119e547d4812"></a><!-- doxytag: member="QuantLib::InterpolatedDiscountCurve::times_" ref="63b1ac1fe6074fcd9789119e547d4812" args="" -->
std::vector< Time > </td><td class="memItemRight" valign="bottom"><b>times_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fad6d57c9735fd02726ff6671928da08"></a><!-- doxytag: member="QuantLib::InterpolatedDiscountCurve::data_" ref="fad6d57c9735fd02726ff6671928da08" args="" -->
std::vector< DiscountFactor > </td><td class="memItemRight" valign="bottom"><b>data_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6633ee38a9d12ce3e342081d39e98fd0"></a><!-- doxytag: member="QuantLib::InterpolatedDiscountCurve::interpolation_" ref="6633ee38a9d12ce3e342081d39e98fd0" args="" -->
<a class="el" href="class_quant_lib_1_1_interpolation.html">Interpolation</a> </td><td class="memItemRight" valign="bottom"><b>interpolation_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4b466578f592f91a3a636714cbcdfa20"></a><!-- doxytag: member="QuantLib::InterpolatedDiscountCurve::interpolator_" ref="4b466578f592f91a3a636714cbcdfa20" args="" -->
Interpolator </td><td class="memItemRight" valign="bottom"><b>interpolator_</b></td></tr>
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