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<title>QuantLib: ImpliedTermStructure 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_implied_term_structure.html">ImpliedTermStructure</a></div>
<h1>ImpliedTermStructure Class Reference<br>
<small>
[<a class="el" href="group__yieldtermstructures.html">Term structures</a>]</small>
</h1><!-- doxytag: class="QuantLib::ImpliedTermStructure" --><!-- doxytag: inherits="QuantLib::YieldTermStructure" --><code>#include <ql/termstructures/yield/impliedtermstructure.hpp></code>
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Inheritance diagram for ImpliedTermStructure:</div>
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<area shape="rect" href="class_quant_lib_1_1_yield_term_structure.html" title="Interest-rate term structure." alt="" coords="13,7,157,33"></map>
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<a href="class_quant_lib_1_1_implied_term_structure-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Implied term structure at a given date in the future.
<p>
The given date will be the implied reference date.<p>
<dl class="note" compact><dt><b>Note:</b></dt><dd>This term structure will remain linked to the original structure, i.e., any changes in the latter will be reflected in this structure as well.</dd></dl>
<dl compact><dt><b><a class="el" href="test.html#_test000120">Tests:</a></b></dt><dd><ul>
<li>the correctness of the returned values is tested by checking them against numerical calculations.</li><li>observability against changes in the underlying term structure is checked. </li></ul>
</dd></dl>
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<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="7dcfdfac9796267ba70661c9ad5c85e7"></a><!-- doxytag: member="QuantLib::ImpliedTermStructure::ImpliedTermStructure" ref="7dcfdfac9796267ba70661c9ad5c85e7" args="(const Handle< YieldTermStructure > &, const Date &referenceDate)" -->
</td><td class="memItemRight" valign="bottom"><b>ImpliedTermStructure</b> (const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > &, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &referenceDate)</td></tr>
<tr><td colspan="2"><div class="groupHeader">YieldTermStructure interface</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c147d63df367bbe5282b76b1f98cb9be"></a><!-- doxytag: member="QuantLib::ImpliedTermStructure::dayCounter" ref="c147d63df367bbe5282b76b1f98cb9be" 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_implied_term_structure.html#c147d63df367bbe5282b76b1f98cb9be">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="e9a0f3904cff2fe61596c593dd0b6448"></a><!-- doxytag: member="QuantLib::ImpliedTermStructure::calendar" ref="e9a0f3904cff2fe61596c593dd0b6448" args="() const " -->
<a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_implied_term_structure.html#e9a0f3904cff2fe61596c593dd0b6448">calendar</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">the calendar used for reference and/or option date calculation <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="74d8fc5480ca811db8332b7b30597fe9"></a><!-- doxytag: member="QuantLib::ImpliedTermStructure::maxDate" ref="74d8fc5480ca811db8332b7b30597fe9" 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_implied_term_structure.html#74d8fc5480ca811db8332b7b30597fe9">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 colspan="2"><br><h2>Protected Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2c21d8d34e88bb0451cabdd4e280ab17"></a><!-- doxytag: member="QuantLib::ImpliedTermStructure::discountImpl" ref="2c21d8d34e88bb0451cabdd4e280ab17" args="(Time) const " -->
<a class="el" href="group__types.html#g642a971a0bcbbd2fb26c35e1a06e5761">DiscountFactor</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_implied_term_structure.html#2c21d8d34e88bb0451cabdd4e280ab17">discountImpl</a> (<a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a>) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns the discount factor as seen from the evaluation date <br></td></tr>
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