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<title>QuantLib: InterpolatedDiscountCurve Class Template 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_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/yield/discountcurve.hpp></code>
<p>
<div class="dynheader">
Inheritance diagram for InterpolatedDiscountCurve:</div>
<div class="dynsection">
<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>
<map name="_interpolated_discount_curve__inherit__map">
<area shape="rect" href="class_quant_lib_1_1_extended_discount_curve.html" title="Term structure based on loglinear interpolation of discount factors." alt="" coords="5,161,344,188"><area shape="rect" href="class_quant_lib_1_1_yield_term_structure.html" title="Interest-rate term structure." alt="" coords="103,7,247,33"></map>
<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
<p>
<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="bf335bab484e887680d1f2c35fdb7c1b"></a><!-- doxytag: member="QuantLib::InterpolatedDiscountCurve::InterpolatedDiscountCurve" ref="bf335bab484e887680d1f2c35fdb7c1b" args="(const std::vector< Date > &dates, const std::vector< DiscountFactor > &dfs, const DayCounter &dayCounter, const Calendar &cal=Calendar(), 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< <a class="el" href="group__types.html#g642a971a0bcbbd2fb26c35e1a06e5761">DiscountFactor</a> > &dfs, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dayCounter, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &cal=<a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a>(), 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="74d8fc5480ca811db8332b7b30597fe9"></a><!-- doxytag: member="QuantLib::InterpolatedDiscountCurve::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_interpolated_discount_curve.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 class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a338cfa77dc3c8dc467f4225459094fd"></a><!-- doxytag: member="QuantLib::InterpolatedDiscountCurve::times" ref="a338cfa77dc3c8dc467f4225459094fd" args="() const " -->
const std::vector< <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > & </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="021de10463e6e18e294494d7cbb2b75d"></a><!-- doxytag: member="QuantLib::InterpolatedDiscountCurve::dates" ref="021de10463e6e18e294494d7cbb2b75d" 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="86a2497b9c215843d6c3e42517776511"></a><!-- doxytag: member="QuantLib::InterpolatedDiscountCurve::discounts" ref="86a2497b9c215843d6c3e42517776511" args="() const " -->
const std::vector<br>
< <a class="el" href="group__types.html#g642a971a0bcbbd2fb26c35e1a06e5761">DiscountFactor</a> > & </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="f01d39b9a132ad3e8b914f9c56843add"></a><!-- doxytag: member="QuantLib::InterpolatedDiscountCurve::nodes" ref="f01d39b9a132ad3e8b914f9c56843add" args="() const " -->
std::vector< std::pair< <a class="el" href="class_quant_lib_1_1_date.html">Date</a>,<br>
<a class="el" href="group__types.html#g642a971a0bcbbd2fb26c35e1a06e5761">DiscountFactor</a> > > </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="d6232afc049b76cb44196151691e43e3"></a><!-- doxytag: member="QuantLib::InterpolatedDiscountCurve::InterpolatedDiscountCurve" ref="d6232afc049b76cb44196151691e43e3" args="(Natural settlementDays, const Calendar &, const DayCounter &, const Interpolator &interpolator=Interpolator())" -->
</td><td class="memItemRight" valign="bottom"><b>InterpolatedDiscountCurve</b> (<a class="el" href="group__types.html#g7e529c39c477ba1f5a22264d93e8457a">Natural</a> 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="2c21d8d34e88bb0451cabdd4e280ab17"></a><!-- doxytag: member="QuantLib::InterpolatedDiscountCurve::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_interpolated_discount_curve.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">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="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< <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > </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< <a class="el" href="group__types.html#g642a971a0bcbbd2fb26c35e1a06e5761">DiscountFactor</a> > </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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