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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_interpolated_forward_curve.html">InterpolatedForwardCurve</a></div>
<h1>InterpolatedForwardCurve Class Template Reference<br>
<small>
[<a class="el" href="group__yieldtermstructures.html">Term structures</a>]</small>
</h1><!-- doxytag: class="QuantLib::InterpolatedForwardCurve" --><!-- doxytag: inherits="QuantLib::ForwardRateStructure" --><code>#include <ql/termstructures/yield/forwardcurve.hpp></code>
<p>
<div class="dynheader">
Inheritance diagram for InterpolatedForwardCurve:</div>
<div class="dynsection">
<p><center><img src="class_quant_lib_1_1_interpolated_forward_curve__inherit__graph.png" border="0" usemap="#_interpolated_forward_curve__inherit__map" alt="Inheritance graph"></center>
<map name="_interpolated_forward_curve__inherit__map">
<area shape="rect" href="class_quant_lib_1_1_forward_rate_structure.html" title="Forward-rate term structure" alt="" coords="19,7,184,33"></map>
<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
<p>
<a href="class_quant_lib_1_1_interpolated_forward_curve-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
<h3>template<class Interpolator><br>
class QuantLib::InterpolatedForwardCurve< Interpolator ></h3>
Term structure based on interpolation of forward rates.
<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="361b6eadf2fb8b49e1a53073e0f8f11d"></a><!-- doxytag: member="QuantLib::InterpolatedForwardCurve::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::InterpolatedForwardCurve::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="2cfdb13a3f0fbd4efe7a0cf58b237163"></a><!-- doxytag: member="QuantLib::InterpolatedForwardCurve::data_" ref="2cfdb13a3f0fbd4efe7a0cf58b237163" args="" -->
std::vector< <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</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::InterpolatedForwardCurve::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::InterpolatedForwardCurve::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="74d8fc5480ca811db8332b7b30597fe9"></a><!-- doxytag: member="QuantLib::InterpolatedForwardCurve::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_forward_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::InterpolatedForwardCurve::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::InterpolatedForwardCurve::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="5c239d4bdc99dae223cb2de026ea3925"></a><!-- doxytag: member="QuantLib::InterpolatedForwardCurve::forwards" ref="5c239d4bdc99dae223cb2de026ea3925" args="() const " -->
const std::vector< <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> > & </td><td class="memItemRight" valign="bottom"><b>forwards</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e36e55af23c117164f4329ad5daa9adf"></a><!-- doxytag: member="QuantLib::InterpolatedForwardCurve::nodes" ref="e36e55af23c117164f4329ad5daa9adf" 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#gede435af51236692b1107d7639581d39">Rate</a> > > </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="b5c593c15afaed6bf89ddb418c775ccb"></a><!-- doxytag: member="QuantLib::InterpolatedForwardCurve::InterpolatedForwardCurve" ref="b5c593c15afaed6bf89ddb418c775ccb" args="(const DayCounter &, const Interpolator &interpolator=Interpolator())" -->
</td><td class="memItemRight" valign="bottom"><b>InterpolatedForwardCurve</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="0c49caaee03caca7ee77966ca04eda7b"></a><!-- doxytag: member="QuantLib::InterpolatedForwardCurve::InterpolatedForwardCurve" ref="0c49caaee03caca7ee77966ca04eda7b" args="(const Date &referenceDate, const DayCounter &, const Interpolator &interpolator=Interpolator())" -->
</td><td class="memItemRight" valign="bottom"><b>InterpolatedForwardCurve</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="085fb52e2efdcac9de5808e5c5f7723a"></a><!-- doxytag: member="QuantLib::InterpolatedForwardCurve::InterpolatedForwardCurve" ref="085fb52e2efdcac9de5808e5c5f7723a" args="(Natural settlementDays, const Calendar &, const DayCounter &, const Interpolator &interpolator=Interpolator())" -->
</td><td class="memItemRight" valign="bottom"><b>InterpolatedForwardCurve</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="f9a0dab6e2bfb4a21dce277a40fcf928"></a><!-- doxytag: member="QuantLib::InterpolatedForwardCurve::forwardImpl" ref="f9a0dab6e2bfb4a21dce277a40fcf928" args="(Time t) const " -->
<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_interpolated_forward_curve.html#f9a0dab6e2bfb4a21dce277a40fcf928">forwardImpl</a> (<a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">instantaneous forward-rate calculation <br></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_interpolated_forward_curve.html#7b3637b3975a6b4b75b71f31793d4687">zeroYieldImpl</a> (<a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t) const </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="85070e858616381ea63fb004637d4595"></a><!-- doxytag: member="QuantLib::InterpolatedForwardCurve::InterpolatedForwardCurve" ref="85070e858616381ea63fb004637d4595" args="(const std::vector< Date > &dates, const std::vector< Rate > &forwards, const DayCounter &dayCounter, const Interpolator &interpolator=Interpolator())" -->
</td><td class="memItemRight" valign="bottom"><b>InterpolatedForwardCurve</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#gede435af51236692b1107d7639581d39">Rate</a> > &forwards, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dayCounter, const Interpolator &interpolator=Interpolator())</td></tr>
</table>
<hr><h2>Member Function Documentation</h2>
<a class="anchor" name="7b3637b3975a6b4b75b71f31793d4687"></a><!-- doxytag: member="QuantLib::InterpolatedForwardCurve::zeroYieldImpl" ref="7b3637b3975a6b4b75b71f31793d4687" args="(Time t) const " -->
<div class="memitem">
<div class="memproto">
<table class="memname">
<tr>
<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"> <em>t</em> </td>
<td> ) </td>
<td width="100%"> const<code> [protected, virtual]</code></td>
</tr>
</table>
</div>
<div class="memdoc">
<p>
Returns the zero yield rate for the given date calculating it from the instantaneous forward rate.<p>
<dl compact><dt><b><a class="el" href="caveats.html#_caveats000105">Warning:</a></b></dt><dd>This is just a default, highly inefficient and possibly wildly inaccurate implementation. Derived classes should implement their own zeroYield method. </dd></dl>
<p>Reimplemented from <a class="el" href="class_quant_lib_1_1_forward_rate_structure.html#c5fe572646475bf02f83c3bedfca9a61">ForwardRateStructure</a>.</p>
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