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<title>QuantLib: CurveState Class Reference</title>
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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_curve_state.html">CurveState</a></div>
<h1>CurveState Class Reference</h1><!-- doxytag: class="QuantLib::CurveState" --><code>#include <ql/models/marketmodels/curvestate.hpp></code>
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Inheritance diagram for CurveState:</div>
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<p><center><img src="class_quant_lib_1_1_curve_state__inherit__graph.png" border="0" usemap="#_curve_state__inherit__map" alt="Inheritance graph"></center>
<map name="_curve_state__inherit__map">
<area shape="rect" href="class_quant_lib_1_1_c_m_swap_curve_state.html" title="Curve state for constant-maturity-swap market models" alt="" coords="5,84,160,111"><area shape="rect" href="class_quant_lib_1_1_coterminal_swap_curve_state.html" title="Curve state for coterminal-swap market models" alt="" coords="184,84,389,111"><area shape="rect" href="class_quant_lib_1_1_l_m_m_curve_state.html" title="Curve state for Libor market models" alt="" coords="413,84,541,111"></map>
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<a href="class_quant_lib_1_1_curve_state-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Curve state for market-model simulations
<p>
This class stores the state of the yield curve associated to the fixed calendar times within the simulation. This is the workhorse discounting object associated to the rate times of the simulation. It's important to pass the rates via an object like this to the product rather than directly to make it easier to switch to other engines such as a coterminal swap rate engine. Many products will not need expired rates and others will only require the first rate. <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="88fd3af37567d6296eb23d2712a9079a"></a><!-- doxytag: member="QuantLib::CurveState::CurveState" ref="88fd3af37567d6296eb23d2712a9079a" args="(const std::vector< Time > &rateTimes)" -->
</td><td class="memItemRight" valign="bottom"><b>CurveState</b> (const std::vector< <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > &rateTimes)</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="b4f4847a3bfe9c8a8ea499a4e20643cf"></a><!-- doxytag: member="QuantLib::CurveState::numberOfRates" ref="b4f4847a3bfe9c8a8ea499a4e20643cf" args="() const " -->
<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>numberOfRates</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b2d70b43df80ed4117064171d7a09cc3"></a><!-- doxytag: member="QuantLib::CurveState::rateTimes" ref="b2d70b43df80ed4117064171d7a09cc3" args="() const " -->
const std::vector< <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > & </td><td class="memItemRight" valign="bottom"><b>rateTimes</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="354ca1793c355a773e185886211db03a"></a><!-- doxytag: member="QuantLib::CurveState::rateTaus" ref="354ca1793c355a773e185886211db03a" args="() const " -->
const std::vector< <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > & </td><td class="memItemRight" valign="bottom"><b>rateTaus</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e1be6d8a46ccb12032638385f87d737a"></a><!-- doxytag: member="QuantLib::CurveState::discountRatio" ref="e1be6d8a46ccb12032638385f87d737a" args="(Size i, Size j) const =0" -->
virtual <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>discountRatio</b> (<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> i, <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> j) const =0</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="42852cb51178279c92bd2398c86bf7f0"></a><!-- doxytag: member="QuantLib::CurveState::forwardRate" ref="42852cb51178279c92bd2398c86bf7f0" args="(Size i) const =0" -->
virtual <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><b>forwardRate</b> (<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> i) const =0</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1feea35a2e0a42dfc806cb124b569128"></a><!-- doxytag: member="QuantLib::CurveState::coterminalSwapAnnuity" ref="1feea35a2e0a42dfc806cb124b569128" args="(Size numeraire, Size i) const =0" -->
virtual <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><b>coterminalSwapAnnuity</b> (<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> numeraire, <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> i) const =0</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9d510c8b5f658567dff23eb907d118b5"></a><!-- doxytag: member="QuantLib::CurveState::coterminalSwapRate" ref="9d510c8b5f658567dff23eb907d118b5" args="(Size i) const =0" -->
virtual <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><b>coterminalSwapRate</b> (<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> i) const =0</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ad39df5f2eb1d2e82e27bfd7cbf7bfde"></a><!-- doxytag: member="QuantLib::CurveState::cmSwapAnnuity" ref="ad39df5f2eb1d2e82e27bfd7cbf7bfde" args="(Size numeraire, Size i, Size spanningForwards) const =0" -->
virtual <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><b>cmSwapAnnuity</b> (<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> numeraire, <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> i, <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> spanningForwards) const =0</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="26ad3c6d5d3c59dace9997d18251f733"></a><!-- doxytag: member="QuantLib::CurveState::cmSwapRate" ref="26ad3c6d5d3c59dace9997d18251f733" args="(Size i, Size spanningForwards) const =0" -->
virtual <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><b>cmSwapRate</b> (<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> i, <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> spanningForwards) const =0</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="943f9270e4109d9730df315863246349"></a><!-- doxytag: member="QuantLib::CurveState::forwardRates" ref="943f9270e4109d9730df315863246349" args="() const =0" -->
virtual const std::vector< <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> > & </td><td class="memItemRight" valign="bottom"><b>forwardRates</b> () const =0</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f917754216210a5e5ffca04bff64bebd"></a><!-- doxytag: member="QuantLib::CurveState::coterminalSwapRates" ref="f917754216210a5e5ffca04bff64bebd" args="() const =0" -->
virtual const std::vector< <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> > & </td><td class="memItemRight" valign="bottom"><b>coterminalSwapRates</b> () const =0</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7dc0f55707fcc9c01bd6a8610b0da7c5"></a><!-- doxytag: member="QuantLib::CurveState::cmSwapRates" ref="7dc0f55707fcc9c01bd6a8610b0da7c5" args="(Size spanningForwards) const =0" -->
virtual const std::vector< <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> > & </td><td class="memItemRight" valign="bottom"><b>cmSwapRates</b> (<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> spanningForwards) const =0</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7cabb9353f71c83cffb42b0fc489a5c2"></a><!-- doxytag: member="QuantLib::CurveState::swapRate" ref="7cabb9353f71c83cffb42b0fc489a5c2" args="(Size begin, Size end) const " -->
<a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><b>swapRate</b> (<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> begin, <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> end) const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c4251f8df2d9997d128346d29af2080a"></a><!-- doxytag: member="QuantLib::CurveState::clone" ref="c4251f8df2d9997d128346d29af2080a" args="() const =0" -->
virtual std::auto_ptr< <a class="el" href="class_quant_lib_1_1_curve_state.html">CurveState</a> > </td><td class="memItemRight" valign="bottom"><b>clone</b> () const =0</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="9c042abcd446925e95dde36619f5bf6d"></a><!-- doxytag: member="QuantLib::CurveState::numberOfRates_" ref="9c042abcd446925e95dde36619f5bf6d" args="" -->
<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>numberOfRates_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7c5eaa190a38d0d5e7e28ce0a5dafc6f"></a><!-- doxytag: member="QuantLib::CurveState::rateTimes_" ref="7c5eaa190a38d0d5e7e28ce0a5dafc6f" args="" -->
std::vector< <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > </td><td class="memItemRight" valign="bottom"><b>rateTimes_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a688289997396acdd1ad9b7c64735213"></a><!-- doxytag: member="QuantLib::CurveState::rateTaus_" ref="a688289997396acdd1ad9b7c64735213" args="" -->
std::vector< <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > </td><td class="memItemRight" valign="bottom"><b>rateTaus_</b></td></tr>
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