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<b>QuantLib</b>::<a class="el" href="class_quant_lib_1_1_interpolated_zero_curve.html">InterpolatedZeroCurve</a></div>
<h1>InterpolatedZeroCurve Class Template Reference<br>
<small>
[<a class="el" href="group__yieldtermstructures.html">Term structures</a>]</small>
</h1><!-- doxytag: class="QuantLib::InterpolatedZeroCurve" --><!-- doxytag: inherits="QuantLib::ZeroYieldStructure" --><code>#include <ql/TermStructures/zerocurve.hpp></code>
<p>
Inheritance diagram for InterpolatedZeroCurve:<p><center><img src="class_quant_lib_1_1_interpolated_zero_curve__inherit__graph.png" border="0" usemap="#_interpolated_zero_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_zero_curve-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
<h3>template<class Interpolator><br>
class QuantLib::InterpolatedZeroCurve< Interpolator ></h3>
Term structure based on interpolation of zero yields.
<p>
<table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<tr><td colspan="2"><br><h2>Inspectors</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="76c6c2d60ef1370e20bdf40a0e0ca642"></a><!-- doxytag: member="QuantLib::InterpolatedZeroCurve::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::InterpolatedZeroCurve::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::InterpolatedZeroCurve::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="2cfdb13a3f0fbd4efe7a0cf58b237163"></a><!-- doxytag: member="QuantLib::InterpolatedZeroCurve::data_" ref="2cfdb13a3f0fbd4efe7a0cf58b237163" args="" -->
std::vector< Rate > </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::InterpolatedZeroCurve::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::InterpolatedZeroCurve::interpolator_" ref="4b466578f592f91a3a636714cbcdfa20" args="" -->
Interpolator </td><td class="memItemRight" valign="bottom"><b>interpolator_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d49654ea33055b03f8666910acc13880"></a><!-- doxytag: member="QuantLib::InterpolatedZeroCurve::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_zero_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::InterpolatedZeroCurve::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_zero_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::InterpolatedZeroCurve::maxTime" ref="4950639c8f60a60050efe2772e1d6a2a" args="() const" -->
Time </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interpolated_zero_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::InterpolatedZeroCurve::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::InterpolatedZeroCurve::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="698613eb44def90895a914f1f0da1f80"></a><!-- doxytag: member="QuantLib::InterpolatedZeroCurve::zeroRates" ref="698613eb44def90895a914f1f0da1f80" args="() const" -->
const std::vector< Rate > & </td><td class="memItemRight" valign="bottom"><b>zeroRates</b> () const</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="76456d1054296559fed594f083ebf3a9"></a><!-- doxytag: member="QuantLib::InterpolatedZeroCurve::nodes" ref="76456d1054296559fed594f083ebf3a9" args="() const" -->
std::vector< std::pair< <a class="el" href="class_quant_lib_1_1_date.html">Date</a>,<br>
Rate > > </td><td class="memItemRight" valign="bottom"><b>nodes</b> () const</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e87992cac29728b92fa713a9718d1944"></a><!-- doxytag: member="QuantLib::InterpolatedZeroCurve::InterpolatedZeroCurve" ref="e87992cac29728b92fa713a9718d1944" args="(const DayCounter &, const Interpolator &interpolator=Interpolator())" -->
</td><td class="memItemRight" valign="bottom"><b>InterpolatedZeroCurve</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="f5285038000bf4a5e4a8524995e61395"></a><!-- doxytag: member="QuantLib::InterpolatedZeroCurve::InterpolatedZeroCurve" ref="f5285038000bf4a5e4a8524995e61395" args="(const Date &referenceDate, const DayCounter &, const Interpolator &interpolator=Interpolator())" -->
</td><td class="memItemRight" valign="bottom"><b>InterpolatedZeroCurve</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="68d923602390e19c503ac1b0def3ae65"></a><!-- doxytag: member="QuantLib::InterpolatedZeroCurve::InterpolatedZeroCurve" ref="68d923602390e19c503ac1b0def3ae65" args="(Integer settlementDays, const Calendar &, const DayCounter &, const Interpolator &interpolator=Interpolator())" -->
</td><td class="memItemRight" valign="bottom"><b>InterpolatedZeroCurve</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="e2ccf4d71e8b6d63e9ec34d0924b8b6a"></a><!-- doxytag: member="QuantLib::InterpolatedZeroCurve::zeroYieldImpl" ref="e2ccf4d71e8b6d63e9ec34d0924b8b6a" args="(Time t) const" -->
Rate </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interpolated_zero_curve.html#e2ccf4d71e8b6d63e9ec34d0924b8b6a">zeroYieldImpl</a> (Time t) const</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">zero-yield calculation <br></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="94e4895465f74df0d0dde9a7abcd7134"></a><!-- doxytag: member="QuantLib::InterpolatedZeroCurve::InterpolatedZeroCurve" ref="94e4895465f74df0d0dde9a7abcd7134" args="(const std::vector< Date > &dates, const std::vector< Rate > &yields, const DayCounter &dayCounter, const Interpolator &interpolator=Interpolator())" -->
</td><td class="memItemRight" valign="bottom"><b>InterpolatedZeroCurve</b> (const std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > &dates, const std::vector< Rate > &yields, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dayCounter, const Interpolator &interpolator=Interpolator())</td></tr>
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