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<title>QuantLib: PiecewiseZeroSpreadedTermStructure 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_piecewise_zero_spreaded_term_structure.html">PiecewiseZeroSpreadedTermStructure</a></div>
<h1>PiecewiseZeroSpreadedTermStructure Class Reference<br>
<small>
[<a class="el" href="group__yieldtermstructures.html">Term structures</a>]</small>
</h1><!-- doxytag: class="QuantLib::PiecewiseZeroSpreadedTermStructure" --><!-- doxytag: inherits="QuantLib::ZeroYieldStructure" --><code>#include <ql/termstructures/yield/piecewisezerospreadedtermstructure.hpp></code>
<p>
<div class="dynheader">
Inheritance diagram for PiecewiseZeroSpreadedTermStructure:</div>
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<p><center><img src="class_quant_lib_1_1_piecewise_zero_spreaded_term_structure__inherit__graph.png" border="0" usemap="#_piecewise_zero_spreaded_term_structure__inherit__map" alt="Inheritance graph"></center>
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<area shape="rect" href="class_quant_lib_1_1_zero_yield_structure.html" title="Zero-yield term structure." alt="" coords="68,7,209,33"></map>
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<p>
<a href="class_quant_lib_1_1_piecewise_zero_spreaded_term_structure-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Term structure with an added vector of spreads on the zero-yield rate.
<p>
The zero-yield spread at any given date is linearly interpolated between the input data.<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>
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<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="444be4c0dbf81323dd7c3a07e0821244"></a><!-- doxytag: member="QuantLib::PiecewiseZeroSpreadedTermStructure::PiecewiseZeroSpreadedTermStructure" ref="444be4c0dbf81323dd7c3a07e0821244" args="(const Handle< YieldTermStructure > &, const std::vector< Handle< Quote > > &spreads, const std::vector< Date > &dates)" -->
</td><td class="memItemRight" valign="bottom"><b>PiecewiseZeroSpreadedTermStructure</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 std::vector< <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > > &spreads, const std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > &dates)</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::PiecewiseZeroSpreadedTermStructure::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_piecewise_zero_spreaded_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::PiecewiseZeroSpreadedTermStructure::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_piecewise_zero_spreaded_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="5662908c63119a3b347a7e0ec8544afa"></a><!-- doxytag: member="QuantLib::PiecewiseZeroSpreadedTermStructure::referenceDate" ref="5662908c63119a3b347a7e0ec8544afa" args="() const " -->
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_piecewise_zero_spreaded_term_structure.html#5662908c63119a3b347a7e0ec8544afa">referenceDate</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">the date at which discount = 1.0 and/or variance = 0.0 <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="74d8fc5480ca811db8332b7b30597fe9"></a><!-- doxytag: member="QuantLib::PiecewiseZeroSpreadedTermStructure::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_piecewise_zero_spreaded_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="c5fe572646475bf02f83c3bedfca9a61"></a><!-- doxytag: member="QuantLib::PiecewiseZeroSpreadedTermStructure::zeroYieldImpl" ref="c5fe572646475bf02f83c3bedfca9a61" args="(Time) 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_piecewise_zero_spreaded_term_structure.html#c5fe572646475bf02f83c3bedfca9a61">zeroYieldImpl</a> (<a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a>) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns the spreaded zero yield rate <br></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_zero_spreaded_term_structure.html#c5c54df7ed3b930268c8d7752c101725">update</a> ()</td></tr>
</table>
<hr><h2>Member Function Documentation</h2>
<a class="anchor" name="c5c54df7ed3b930268c8d7752c101725"></a><!-- doxytag: member="QuantLib::PiecewiseZeroSpreadedTermStructure::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> [protected, virtual]</code></td>
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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>
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