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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_extended_discount_curve.html">ExtendedDiscountCurve</a></div>
<h1>ExtendedDiscountCurve Class Reference</h1><!-- doxytag: class="QuantLib::ExtendedDiscountCurve" --><!-- doxytag: inherits="QuantLib::InterpolatedDiscountCurve" --><code>#include <ql/legacy/termstructures/extendeddiscountcurve.hpp></code>
<p>
<div class="dynheader">
Inheritance diagram for ExtendedDiscountCurve:</div>
<div class="dynsection">
<p><center><img src="class_quant_lib_1_1_extended_discount_curve__inherit__graph.png" border="0" usemap="#_extended_discount_curve__inherit__map" alt="Inheritance graph"></center>
<map name="_extended_discount_curve__inherit__map">
<area shape="rect" href="class_quant_lib_1_1_interpolated_discount_curve.html" title="Term structure based on interpolation of discount factors." alt="" coords="36,7,153,33"></map>
<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
<p>
<a href="class_quant_lib_1_1_extended_discount_curve-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Term structure based on loglinear interpolation of discount factors.
<p>
Loglinear interpolation guarantees piecewise constant forward rates.<p>
Rates are assumed to be annual continuos compounding. <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="d717544bc63c466bdd5135deac671c70"></a><!-- doxytag: member="QuantLib::ExtendedDiscountCurve::ExtendedDiscountCurve" ref="d717544bc63c466bdd5135deac671c70" args="(const std::vector< Date > &dates, const std::vector< DiscountFactor > &dfs, const Calendar &calendar, const BusinessDayConvention conv, const DayCounter &dayCounter)" -->
</td><td class="memItemRight" valign="bottom"><b>ExtendedDiscountCurve</b> (const std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > &dates, const std::vector< <a class="el" href="group__types.html#g642a971a0bcbbd2fb26c35e1a06e5761">DiscountFactor</a> > &dfs, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &calendar, const <a class="el" href="group__datetime.html#gff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> conv, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dayCounter)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9d653d6960e5abf8a835f24fd9beb685"></a><!-- doxytag: member="QuantLib::ExtendedDiscountCurve::businessDayConvention" ref="9d653d6960e5abf8a835f24fd9beb685" args="() const " -->
<a class="el" href="group__datetime.html#gff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> </td><td class="memItemRight" valign="bottom"><b>businessDayConvention</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_extended_discount_curve.html#c5c54df7ed3b930268c8d7752c101725">update</a> ()</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7a64c70f9eb5dde28eb9e1b17d3c16be"></a><!-- doxytag: member="QuantLib::ExtendedDiscountCurve::compoundForward" ref="7a64c70f9eb5dde28eb9e1b17d3c16be" args="(const Date &d1, Integer f, bool extrapolate=false) const " -->
<a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><b>compoundForward</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d1, <a class="el" href="group__types.html#gb9c87440c314438e51a899a03d2442d0">Integer</a> f, bool extrapolate=false) const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a4e14b2f4b4c3c4ae147069cab944f5d"></a><!-- doxytag: member="QuantLib::ExtendedDiscountCurve::compoundForward" ref="a4e14b2f4b4c3c4ae147069cab944f5d" args="(Time t1, Integer f, bool extrapolate=false) const " -->
<a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><b>compoundForward</b> (<a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t1, <a class="el" href="group__types.html#gb9c87440c314438e51a899a03d2442d0">Integer</a> f, bool extrapolate=false) 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="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_extended_discount_curve.html#4bc4cfec066cf66ae788382c3766496d">compoundForwardImpl</a> (<a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a>, <a class="el" href="group__types.html#gb9c87440c314438e51a899a03d2442d0">Integer</a>) const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_extended_discount_curve.html#c5fe572646475bf02f83c3bedfca9a61">zeroYieldImpl</a> (<a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a>) const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0e78c9355df0fe6bd5925295fd929e51"></a><!-- doxytag: member="QuantLib::ExtendedDiscountCurve::calibrateNodes" ref="0e78c9355df0fe6bd5925295fd929e51" args="() const " -->
void </td><td class="memItemRight" valign="bottom"><b>calibrateNodes</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8dd2c8fa2c142a46b9d40e693b35a07c"></a><!-- doxytag: member="QuantLib::ExtendedDiscountCurve::reversebootstrap" ref="8dd2c8fa2c142a46b9d40e693b35a07c" args="(Integer) const " -->
boost::shared_ptr<br>
< <a class="el" href="class_quant_lib_1_1_compound_forward.html">CompoundForward</a> > </td><td class="memItemRight" valign="bottom"><b>reversebootstrap</b> (<a class="el" href="group__types.html#gb9c87440c314438e51a899a03d2442d0">Integer</a>) const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="052ae43e0f4e7aecf1ff0196051e7ab8"></a><!-- doxytag: member="QuantLib::ExtendedDiscountCurve::forwardCurve" ref="052ae43e0f4e7aecf1ff0196051e7ab8" args="(Integer) const " -->
boost::shared_ptr<br>
< <a class="el" href="class_quant_lib_1_1_compound_forward.html">CompoundForward</a> > </td><td class="memItemRight" valign="bottom"><b>forwardCurve</b> (<a class="el" href="group__types.html#gb9c87440c314438e51a899a03d2442d0">Integer</a>) const </td></tr>
</table>
<hr><h2>Member Function Documentation</h2>
<a class="anchor" name="c5c54df7ed3b930268c8d7752c101725"></a><!-- doxytag: member="QuantLib::ExtendedDiscountCurve::update" ref="c5c54df7ed3b930268c8d7752c101725" args="()" -->
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<td class="memname">void update </td>
<td>(</td>
<td class="paramname"> </td>
<td> ) </td>
<td width="100%"><code> [virtual]</code></td>
</tr>
</table>
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<div class="memdoc">
<p>
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.
<p>Reimplemented from <a class="el" href="class_quant_lib_1_1_term_structure.html#c5c54df7ed3b930268c8d7752c101725">TermStructure</a>.</p>
</div>
</div><p>
<a class="anchor" name="4bc4cfec066cf66ae788382c3766496d"></a><!-- doxytag: member="QuantLib::ExtendedDiscountCurve::compoundForwardImpl" ref="4bc4cfec066cf66ae788382c3766496d" args="(Time, Integer) const " -->
<div class="memitem">
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<td class="memname"><a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> compoundForwardImpl </td>
<td>(</td>
<td class="paramtype"><a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td>
<td class="paramname">, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#gb9c87440c314438e51a899a03d2442d0">Integer</a> </td>
<td class="paramname"></td><td> </td>
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<td></td>
<td>)</td>
<td></td><td></td><td width="100%"> const<code> [protected]</code></td>
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<p>
Returns the forward rate at a specified compound frequency for the given date calculating it from the zero yield.
</div>
</div><p>
<a class="anchor" name="c5fe572646475bf02f83c3bedfca9a61"></a><!-- doxytag: member="QuantLib::ExtendedDiscountCurve::zeroYieldImpl" ref="c5fe572646475bf02f83c3bedfca9a61" args="(Time) const " -->
<div class="memitem">
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<td class="memname"><a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> zeroYieldImpl </td>
<td>(</td>
<td class="paramtype"><a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td>
<td class="paramname"> </td>
<td> ) </td>
<td width="100%"> const<code> [protected]</code></td>
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<p>
Returns the zero yield rate for the given date calculating it from the discount.
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