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<title>QuantLib: PiecewiseYieldCurve 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_piecewise_yield_curve.html">PiecewiseYieldCurve</a></div>
<h1>PiecewiseYieldCurve Class Template Reference<br>
<small>
[<a class="el" href="group__yieldtermstructures.html">Term structures</a>]</small>
</h1><!-- doxytag: class="QuantLib::PiecewiseYieldCurve" --><!-- doxytag: inherits="Traits::template curve::type,QuantLib::LazyObject" --><code>#include <ql/termstructures/yield/piecewiseyieldcurve.hpp></code>
<p>
<div class="dynheader">
Inheritance diagram for PiecewiseYieldCurve:</div>
<div class="dynsection">
<p><center><img src="class_quant_lib_1_1_piecewise_yield_curve__inherit__graph.png" border="0" usemap="#_piecewise_yield_curve__inherit__map" alt="Inheritance graph"></center>
<map name="_piecewise_yield_curve__inherit__map">
<area shape="rect" href="class_quant_lib_1_1_lazy_object.html" title="Framework for calculation on demand and result caching." alt="" coords="36,7,129,33"></map>
<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
<p>
<a href="class_quant_lib_1_1_piecewise_yield_curve-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
<h3>template<class Traits, class Interpolator, template< class, class, class > class Bootstrap = IterativeBootstrap><br>
class QuantLib::PiecewiseYieldCurve< Traits, Interpolator, Bootstrap ></h3>
Piecewise yield term structure.
<p>
This term structure is bootstrapped on a number of interest rate instruments which are passed as a vector of handles to RateHelper instances. Their maturities mark the boundaries of the interpolated segments.<p>
Each segment is determined sequentially starting from the earliest period to the latest and is chosen so that the instrument whose maturity marks the end of such segment is correctly repriced on the curve.<p>
<dl compact><dt><b><a class="el" href="caveats.html#_caveats000108">Warning:</a></b></dt><dd>The bootstrapping algorithm will raise an exception if any two instruments have the same maturity date.</dd></dl>
<p>
<dl compact><dt><b><a class="el" href="test.html#_test000121">Tests:</a></b></dt><dd><ul>
<li>the correctness of the returned values is tested by checking them against the original inputs.</li><li>the observability of the term structure is tested. </li></ul>
</dd></dl>
<dl compact><dt><b>Examples: </b></dt><dd>
<p>
<a class="el" href="_fitted_bond_curve_8cpp-example.html#_a20">FittedBondCurve.cpp</a>, <a class="el" href="_f_r_a_8cpp-example.html#_a13">FRA.cpp</a>, and <a class="el" href="swapvaluation_8cpp-example.html#_a23">swapvaluation.cpp</a>.</dl><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 colspan="2"><div class="groupHeader">Constructors</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dd69c2e3341be2b4913f522170f7dfff"></a><!-- doxytag: member="QuantLib::PiecewiseYieldCurve::PiecewiseYieldCurve" ref="dd69c2e3341be2b4913f522170f7dfff" args="(const Date &referenceDate, const std::vector< boost::shared_ptr< typename Traits::helper > > &instruments, const DayCounter &dayCounter, Real accuracy=1.0e-12, const Interpolator &i=Interpolator())" -->
</td><td class="memItemRight" valign="bottom"><b>PiecewiseYieldCurve</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &referenceDate, const std::vector< boost::shared_ptr< typename Traits::helper > > &instruments, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dayCounter, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> accuracy=1.0e-12, const Interpolator &i=Interpolator())</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7cbcf5e293a8ae24638f9f43c6386028"></a><!-- doxytag: member="QuantLib::PiecewiseYieldCurve::PiecewiseYieldCurve" ref="7cbcf5e293a8ae24638f9f43c6386028" args="(Natural settlementDays, const Calendar &calendar, const std::vector< boost::shared_ptr< typename Traits::helper > > &instruments, const DayCounter &dayCounter, Real accuracy=1.0e-12, const Interpolator &i=Interpolator())" -->
</td><td class="memItemRight" valign="bottom"><b>PiecewiseYieldCurve</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> &calendar, const std::vector< boost::shared_ptr< typename Traits::helper > > &instruments, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dayCounter, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> accuracy=1.0e-12, const Interpolator &i=Interpolator())</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="74d8fc5480ca811db8332b7b30597fe9"></a><!-- doxytag: member="QuantLib::PiecewiseYieldCurve::maxDate" ref="74d8fc5480ca811db8332b7b30597fe9" args="() const " -->
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>maxDate</b> () const </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="a338cfa77dc3c8dc467f4225459094fd"></a><!-- doxytag: member="QuantLib::PiecewiseYieldCurve::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::PiecewiseYieldCurve::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="c4cb0310cb2b45d6d243dd93f5d0b00f"></a><!-- doxytag: member="QuantLib::PiecewiseYieldCurve::data" ref="c4cb0310cb2b45d6d243dd93f5d0b00f" args="() const " -->
const std::vector< <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > & </td><td class="memItemRight" valign="bottom"><b>data</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d18c145fb4f30b90c7f7a93f9b36417e"></a><!-- doxytag: member="QuantLib::PiecewiseYieldCurve::nodes" ref="d18c145fb4f30b90c7f7a93f9b36417e" 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#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > > </td><td class="memItemRight" valign="bottom"><b>nodes</b> () const </td></tr>
<tr><td colspan="2"><div class="groupHeader">Observer interface</div></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_piecewise_yield_curve.html#c5c54df7ed3b930268c8d7752c101725">update</a> ()</td></tr>
<tr><td colspan="2"><br><h2>Friends</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="46d9677dc88c4e022697785a08c068f0"></a><!-- doxytag: member="QuantLib::PiecewiseYieldCurve::Bootstrap< PiecewiseYieldCurve< Traits, Interpolator, Bootstrap >, Traits, Interpolator >" ref="46d9677dc88c4e022697785a08c068f0" args="" -->
class </td><td class="memItemRight" valign="bottom"><b>Bootstrap< PiecewiseYieldCurve< Traits, Interpolator, Bootstrap >, Traits, Interpolator ></b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c8740fd93a98771f2eb2997c882ed4c4"></a><!-- doxytag: member="QuantLib::PiecewiseYieldCurve::BootstrapError< PiecewiseYieldCurve< Traits, Interpolator, Bootstrap >, Traits, Interpolator >" ref="c8740fd93a98771f2eb2997c882ed4c4" args="" -->
class </td><td class="memItemRight" valign="bottom"><b>BootstrapError< PiecewiseYieldCurve< Traits, Interpolator, Bootstrap >, Traits, Interpolator ></b></td></tr>
</table>
<hr><h2>Member Function Documentation</h2>
<a class="anchor" name="c5c54df7ed3b930268c8d7752c101725"></a><!-- doxytag: member="QuantLib::PiecewiseYieldCurve::update" ref="c5c54df7ed3b930268c8d7752c101725" args="()" -->
<div class="memitem">
<div class="memproto">
<table class="memname">
<tr>
<td class="memname">void update </td>
<td>(</td>
<td class="paramname"> </td>
<td> ) </td>
<td width="100%"><code> [virtual]</code></td>
</tr>
</table>
</div>
<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_lazy_object.html#c5c54df7ed3b930268c8d7752c101725">LazyObject</a>.</p>
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