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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a></div>
<h1>YieldTermStructure Class Reference<br>
<small>
[<a class="el" href="group__yieldtermstructures.html">Term structures</a>]</small>
</h1><!-- doxytag: class="QuantLib::YieldTermStructure" --><!-- doxytag: inherits="QuantLib::TermStructure" --><code>#include <ql/termstructures/yieldtermstructure.hpp></code>
<p>
<div class="dynheader">
Inheritance diagram for YieldTermStructure:</div>
<div class="dynsection">
<p><center><img src="class_quant_lib_1_1_yield_term_structure__inherit__graph.png" border="0" usemap="#_yield_term_structure__inherit__map" alt="Inheritance graph"></center>
<map name="_yield_term_structure__inherit__map">
<area shape="rect" href="class_quant_lib_1_1_fitted_bond_discount_curve.html" title="Discount curve fitted to a set of fixed-coupon bonds." alt="" coords="445,5,632,32"><area shape="rect" href="class_quant_lib_1_1_flat_forward.html" title="Flat interest-rate curve." alt="" coords="489,56,588,83"><area shape="rect" href="class_quant_lib_1_1_forward_rate_structure.html" title="Forward-rate term structure" alt="" coords="456,107,621,133"><area shape="rect" href="class_quant_lib_1_1_implied_term_structure.html" title="Implied term structure at a given date in the future." alt="" coords="459,157,619,184"><area shape="rect" href="class_quant_lib_1_1_interpolated_discount_curve.html" title="Term structure based on interpolation of discount factors." alt="" coords="441,208,636,235"><area shape="rect" href="class_quant_lib_1_1_interpolated_discount_curve.html" title="InterpolatedDiscountCurve\< QuantLib::LogLinear \>" alt="" coords="361,259,716,285"><area shape="rect" href="class_quant_lib_1_1_zero_yield_structure.html" title="Zero-yield term structure." alt="" coords="468,309,609,336"><area shape="rect" href="class_quant_lib_1_1_term_structure.html" title="Basic term-structure functionality." alt="" coords="7,157,119,184"></map>
<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
<p>
<a href="class_quant_lib_1_1_yield_term_structure-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Interest-rate term structure.
<p>
This abstract class defines the interface of concrete rate structures which will be derived from this one.<p>
Rates are assumed to be annual continuous compounding.<p>
<dl compact><dt><b><a class="el" href="todo.html#_todo000054">Possible enhancements:</a></b></dt><dd>add derived class ParSwapTermStructure similar to ZeroYieldTermStructure, DiscountStructure, <a class="el" href="class_quant_lib_1_1_forward_rate_structure.html" title="Forward-rate term structure">ForwardRateStructure</a></dd></dl>
<p>
<dl compact><dt><b><a class="el" href="test.html#_test000123">Tests:</a></b></dt><dd>observability against evaluation date changes is checked. </dd></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 colspan="2"><div class="groupText">See the TermStructure documentation for issues regarding constructors. <br><br></div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_yield_term_structure.html#7985e20177b67f441f758b22bc138f95">YieldTermStructure</a> (const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dc=<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a>())</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">default constructor <a href="#7985e20177b67f441f758b22bc138f95"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e1deb289c9966b64f5e9c55971abd5d2"></a><!-- doxytag: member="QuantLib::YieldTermStructure::YieldTermStructure" ref="e1deb289c9966b64f5e9c55971abd5d2" args="(const Date &referenceDate, const Calendar &cal=Calendar(), const DayCounter &dc=DayCounter())" -->
</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_yield_term_structure.html#e1deb289c9966b64f5e9c55971abd5d2">YieldTermStructure</a> (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_calendar.html">Calendar</a> &cal=<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> &dc=<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a>())</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">initialize with a fixed reference date <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="216f1e8a99e92f5f6fb0d93cde929679"></a><!-- doxytag: member="QuantLib::YieldTermStructure::YieldTermStructure" ref="216f1e8a99e92f5f6fb0d93cde929679" args="(Natural settlementDays, const Calendar &cal, const DayCounter &dc=DayCounter())" -->
</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_yield_term_structure.html#216f1e8a99e92f5f6fb0d93cde929679">YieldTermStructure</a> (<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> &cal, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dc=<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a>())</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">calculate the reference date based on the global evaluation date <br></td></tr>
<tr><td colspan="2"><div class="groupHeader">zero-yield rates</div></td></tr>
<tr><td colspan="2"><div class="groupText">These methods return the implied zero-yield rate for a given date or time. In the former case, the time is calculated as a fraction of year from the reference date. <br><br></div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="class_quant_lib_1_1_interest_rate.html">InterestRate</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_yield_term_structure.html#12972ab974483ed401a4d9590b75535f">zeroRate</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &resultDayCounter, <a class="el" href="namespace_quant_lib.html#2779d04b4839fd386b5c85bbb96aaf73">Compounding</a> comp, <a class="el" href="group__datetime.html#g6d41db8ba0ea90d22df35889df452ada">Frequency</a> freq=Annual, bool extrapolate=false) const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="class_quant_lib_1_1_interest_rate.html">InterestRate</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_yield_term_structure.html#082588804109bda287be685bf25951ff">zeroRate</a> (<a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t, <a class="el" href="namespace_quant_lib.html#2779d04b4839fd386b5c85bbb96aaf73">Compounding</a> comp, <a class="el" href="group__datetime.html#g6d41db8ba0ea90d22df35889df452ada">Frequency</a> freq=Annual, bool extrapolate=false) const </td></tr>
<tr><td colspan="2"><div class="groupHeader">discount factors</div></td></tr>
<tr><td colspan="2"><div class="groupText">These methods return the discount factor for a given date or time. In the former case, the time is calculated as a fraction of year from the reference date. <br><br></div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6355d9d4c5c2cff5ca61c9eae5b973e0"></a><!-- doxytag: member="QuantLib::YieldTermStructure::discount" ref="6355d9d4c5c2cff5ca61c9eae5b973e0" args="(const Date &, bool extrapolate=false) const " -->
<a class="el" href="group__types.html#g642a971a0bcbbd2fb26c35e1a06e5761">DiscountFactor</a> </td><td class="memItemRight" valign="bottom"><b>discount</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &, bool extrapolate=false) const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><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_yield_term_structure.html#4b2003db93d76ad8c4c348ac56eece39">discount</a> (<a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a>, bool extrapolate=false) const </td></tr>
<tr><td colspan="2"><div class="groupHeader">forward rates</div></td></tr>
<tr><td colspan="2"><div class="groupText">These methods returns the implied forward interest rate between two dates or times. In the former case, times are calculated as fractions of year from the reference date. <br><br></div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="class_quant_lib_1_1_interest_rate.html">InterestRate</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_yield_term_structure.html#7a4a0acc869b6696002755cfe9848000">forwardRate</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d1, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d2, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &resultDayCounter, <a class="el" href="namespace_quant_lib.html#2779d04b4839fd386b5c85bbb96aaf73">Compounding</a> comp, <a class="el" href="group__datetime.html#g6d41db8ba0ea90d22df35889df452ada">Frequency</a> freq=Annual, bool extrapolate=false) const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="class_quant_lib_1_1_interest_rate.html">InterestRate</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_yield_term_structure.html#7bb62afcfd21cdc31aa6f38a01f1f6be">forwardRate</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &p, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &resultDayCounter, <a class="el" href="namespace_quant_lib.html#2779d04b4839fd386b5c85bbb96aaf73">Compounding</a> comp, <a class="el" href="group__datetime.html#g6d41db8ba0ea90d22df35889df452ada">Frequency</a> freq=Annual, bool extrapolate=false) const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="class_quant_lib_1_1_interest_rate.html">InterestRate</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_yield_term_structure.html#8b99c32181c270e69d3c5b985f4a95aa">forwardRate</a> (<a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t1, <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t2, <a class="el" href="namespace_quant_lib.html#2779d04b4839fd386b5c85bbb96aaf73">Compounding</a> comp, <a class="el" href="group__datetime.html#g6d41db8ba0ea90d22df35889df452ada">Frequency</a> freq=Annual, bool extrapolate=false) const </td></tr>
<tr><td colspan="2"><div class="groupHeader">par rates</div></td></tr>
<tr><td colspan="2"><div class="groupText">These methods returns the implied par rate for a given sequence of payments at the given dates or times. In the former case, times are calculated as fractions of year from the reference date.<p>
<dl compact><dt><b><a class="el" href="caveats.html#_caveats000111">Warning:</a></b></dt><dd>though somewhat related to a swap rate, this method is not to be used for the fair rate of a real swap, since it does not take into account all the market conventions' details. The correct way to evaluate such rate is to instantiate a SimpleSwap with the correct conventions, pass it the term structure and call the swap's fairRate() method. </dd></dl>
<br><br></div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cd95a62f7da4d499cfe47bc47787aeb7"></a><!-- doxytag: member="QuantLib::YieldTermStructure::parRate" ref="cd95a62f7da4d499cfe47bc47787aeb7" args="(Integer tenor, const Date &startDate, Frequency freq=Annual, bool extrapolate=false) const " -->
<a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><b>parRate</b> (<a class="el" href="group__types.html#gb9c87440c314438e51a899a03d2442d0">Integer</a> tenor, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &startDate, <a class="el" href="group__datetime.html#g6d41db8ba0ea90d22df35889df452ada">Frequency</a> freq=Annual, bool extrapolate=false) const </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_yield_term_structure.html#b1dc91f95c8067e702bc1440a32726df">parRate</a> (const std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > &dates, <a class="el" href="group__datetime.html#g6d41db8ba0ea90d22df35889df452ada">Frequency</a> freq=Annual, bool extrapolate=false) const </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_yield_term_structure.html#892764814d71ac972c8d6f4c5780922b">parRate</a> (const std::vector< <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > &times, <a class="el" href="group__datetime.html#g6d41db8ba0ea90d22df35889df452ada">Frequency</a> freq=Annual, bool extrapolate=false) const </td></tr>
<tr><td colspan="2"><br><h2>Protected Member Functions</h2></td></tr>
<tr><td colspan="2"><div class="groupHeader">Calculations</div></td></tr>
<tr><td colspan="2"><div class="groupText">These methods must be implemented in derived classes to perform the actual discount and rate calculations. When they are called, range check has already been performed; therefore, they must assume that extrapolation is required. <br><br></div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fe73bf9ae8077e99d6edde6ea309e991"></a><!-- doxytag: member="QuantLib::YieldTermStructure::discountImpl" ref="fe73bf9ae8077e99d6edde6ea309e991" args="(Time) const =0" -->
virtual <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_yield_term_structure.html#fe73bf9ae8077e99d6edde6ea309e991">discountImpl</a> (<a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a>) const =0</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">discount calculation <br></td></tr>
</table>
<hr><h2>Constructor & Destructor Documentation</h2>
<a class="anchor" name="7985e20177b67f441f758b22bc138f95"></a><!-- doxytag: member="QuantLib::YieldTermStructure::YieldTermStructure" ref="7985e20177b67f441f758b22bc138f95" args="(const DayCounter &dc=DayCounter())" -->
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<td class="memname"><a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> </td>
<td>(</td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> & </td>
<td class="paramname"> <em>dc</em> = <code><a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a>()</code> </td>
<td> ) </td>
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<p>
default constructor
<p>
<dl compact><dt><b><a class="el" href="caveats.html#_caveats000109">Warning:</a></b></dt><dd>term structures initialized by means of this constructor must manage their own reference date by overriding the <a class="el" href="class_quant_lib_1_1_term_structure.html#a9ae6cc6009ac64d4f265065eab08be0" title="the date at which discount = 1.0 and/or variance = 0.0">referenceDate()</a> method. </dd></dl>
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<hr><h2>Member Function Documentation</h2>
<a class="anchor" name="12972ab974483ed401a4d9590b75535f"></a><!-- doxytag: member="QuantLib::YieldTermStructure::zeroRate" ref="12972ab974483ed401a4d9590b75535f" args="(const Date &d, const DayCounter &resultDayCounter, Compounding comp, Frequency freq=Annual, bool extrapolate=false) const " -->
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<td class="memname"><a class="el" href="class_quant_lib_1_1_interest_rate.html">InterestRate</a> zeroRate </td>
<td>(</td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td>
<td class="paramname"> <em>d</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> & </td>
<td class="paramname"> <em>resultDayCounter</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="namespace_quant_lib.html#2779d04b4839fd386b5c85bbb96aaf73">Compounding</a> </td>
<td class="paramname"> <em>comp</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__datetime.html#g6d41db8ba0ea90d22df35889df452ada">Frequency</a> </td>
<td class="paramname"> <em>freq</em> = <code>Annual</code>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">bool </td>
<td class="paramname"> <em>extrapolate</em> = <code>false</code></td><td> </td>
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<td></td>
<td>)</td>
<td></td><td></td><td width="100%"> const</td>
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<p>
The resulting interest rate has the required daycounting rule.
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<a class="anchor" name="082588804109bda287be685bf25951ff"></a><!-- doxytag: member="QuantLib::YieldTermStructure::zeroRate" ref="082588804109bda287be685bf25951ff" args="(Time t, Compounding comp, Frequency freq=Annual, bool extrapolate=false) const " -->
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<td class="memname"><a class="el" href="class_quant_lib_1_1_interest_rate.html">InterestRate</a> zeroRate </td>
<td>(</td>
<td class="paramtype"><a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td>
<td class="paramname"> <em>t</em>, </td>
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<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="namespace_quant_lib.html#2779d04b4839fd386b5c85bbb96aaf73">Compounding</a> </td>
<td class="paramname"> <em>comp</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__datetime.html#g6d41db8ba0ea90d22df35889df452ada">Frequency</a> </td>
<td class="paramname"> <em>freq</em> = <code>Annual</code>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">bool </td>
<td class="paramname"> <em>extrapolate</em> = <code>false</code></td><td> </td>
</tr>
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<td></td>
<td>)</td>
<td></td><td></td><td width="100%"> const</td>
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<div class="memdoc">
<p>
The resulting interest rate has the same day-counting rule used by the term structure. The same rule should be used for calculating the passed time t.
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<a class="anchor" name="4b2003db93d76ad8c4c348ac56eece39"></a><!-- doxytag: member="QuantLib::YieldTermStructure::discount" ref="4b2003db93d76ad8c4c348ac56eece39" args="(Time, bool extrapolate=false) const " -->
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<td class="memname"><a class="el" href="group__types.html#g642a971a0bcbbd2fb26c35e1a06e5761">DiscountFactor</a> discount </td>
<td>(</td>
<td class="paramtype"><a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td>
<td class="paramname"> <em>t</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">bool </td>
<td class="paramname"> <em>extrapolate</em> = <code>false</code></td><td> </td>
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<td></td>
<td>)</td>
<td></td><td></td><td width="100%"> const</td>
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<div class="memdoc">
<p>
The same day-counting rule used by the term structure should be used for calculating the passed time t.
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<a class="anchor" name="7a4a0acc869b6696002755cfe9848000"></a><!-- doxytag: member="QuantLib::YieldTermStructure::forwardRate" ref="7a4a0acc869b6696002755cfe9848000" args="(const Date &d1, const Date &d2, const DayCounter &resultDayCounter, Compounding comp, Frequency freq=Annual, bool extrapolate=false) const " -->
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<td class="memname"><a class="el" href="class_quant_lib_1_1_interest_rate.html">InterestRate</a> forwardRate </td>
<td>(</td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td>
<td class="paramname"> <em>d1</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td>
<td class="paramname"> <em>d2</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> & </td>
<td class="paramname"> <em>resultDayCounter</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="namespace_quant_lib.html#2779d04b4839fd386b5c85bbb96aaf73">Compounding</a> </td>
<td class="paramname"> <em>comp</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__datetime.html#g6d41db8ba0ea90d22df35889df452ada">Frequency</a> </td>
<td class="paramname"> <em>freq</em> = <code>Annual</code>, </td>
</tr>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">bool </td>
<td class="paramname"> <em>extrapolate</em> = <code>false</code></td><td> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td></td><td width="100%"> const</td>
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<div class="memdoc">
<p>
The resulting interest rate has the required day-counting rule.
</div>
</div><p>
<a class="anchor" name="7bb62afcfd21cdc31aa6f38a01f1f6be"></a><!-- doxytag: member="QuantLib::YieldTermStructure::forwardRate" ref="7bb62afcfd21cdc31aa6f38a01f1f6be" args="(const Date &d, const Period &p, const DayCounter &resultDayCounter, Compounding comp, Frequency freq=Annual, bool extrapolate=false) const " -->
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<td class="memname"><a class="el" href="class_quant_lib_1_1_interest_rate.html">InterestRate</a> forwardRate </td>
<td>(</td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td>
<td class="paramname"> <em>d</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> & </td>
<td class="paramname"> <em>p</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> & </td>
<td class="paramname"> <em>resultDayCounter</em>, </td>
</tr>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="namespace_quant_lib.html#2779d04b4839fd386b5c85bbb96aaf73">Compounding</a> </td>
<td class="paramname"> <em>comp</em>, </td>
</tr>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__datetime.html#g6d41db8ba0ea90d22df35889df452ada">Frequency</a> </td>
<td class="paramname"> <em>freq</em> = <code>Annual</code>, </td>
</tr>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">bool </td>
<td class="paramname"> <em>extrapolate</em> = <code>false</code></td><td> </td>
</tr>
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<td></td>
<td>)</td>
<td></td><td></td><td width="100%"> const</td>
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<p>
The resulting interest rate has the required day-counting rule. <dl compact><dt><b><a class="el" href="caveats.html#_caveats000110">Warning:</a></b></dt><dd>dates are not adjusted for holidays </dd></dl>
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<a class="anchor" name="8b99c32181c270e69d3c5b985f4a95aa"></a><!-- doxytag: member="QuantLib::YieldTermStructure::forwardRate" ref="8b99c32181c270e69d3c5b985f4a95aa" args="(Time t1, Time t2, Compounding comp, Frequency freq=Annual, bool extrapolate=false) const " -->
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<td class="memname"><a class="el" href="class_quant_lib_1_1_interest_rate.html">InterestRate</a> forwardRate </td>
<td>(</td>
<td class="paramtype"><a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td>
<td class="paramname"> <em>t1</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td>
<td class="paramname"> <em>t2</em>, </td>
</tr>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="namespace_quant_lib.html#2779d04b4839fd386b5c85bbb96aaf73">Compounding</a> </td>
<td class="paramname"> <em>comp</em>, </td>
</tr>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__datetime.html#g6d41db8ba0ea90d22df35889df452ada">Frequency</a> </td>
<td class="paramname"> <em>freq</em> = <code>Annual</code>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">bool </td>
<td class="paramname"> <em>extrapolate</em> = <code>false</code></td><td> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td></td><td width="100%"> const</td>
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</table>
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<div class="memdoc">
<p>
The resulting interest rate has the same day-counting rule used by the term structure. The same rule should be used for the calculating the passed times t1 and t2.
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</div><p>
<a class="anchor" name="b1dc91f95c8067e702bc1440a32726df"></a><!-- doxytag: member="QuantLib::YieldTermStructure::parRate" ref="b1dc91f95c8067e702bc1440a32726df" args="(const std::vector< Date > &dates, Frequency freq=Annual, bool extrapolate=false) const " -->
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<td class="memname"><a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> parRate </td>
<td>(</td>
<td class="paramtype">const std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > & </td>
<td class="paramname"> <em>dates</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__datetime.html#g6d41db8ba0ea90d22df35889df452ada">Frequency</a> </td>
<td class="paramname"> <em>freq</em> = <code>Annual</code>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">bool </td>
<td class="paramname"> <em>extrapolate</em> = <code>false</code></td><td> </td>
</tr>
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<td></td>
<td>)</td>
<td></td><td></td><td width="100%"> const</td>
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<p>
the first date in the vector must equal the start date; the following dates must equal the payment dates.
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<a class="anchor" name="892764814d71ac972c8d6f4c5780922b"></a><!-- doxytag: member="QuantLib::YieldTermStructure::parRate" ref="892764814d71ac972c8d6f4c5780922b" args="(const std::vector< Time > &times, Frequency freq=Annual, bool extrapolate=false) const " -->
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<td class="memname"><a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> parRate </td>
<td>(</td>
<td class="paramtype">const std::vector< <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > & </td>
<td class="paramname"> <em>times</em>, </td>
</tr>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__datetime.html#g6d41db8ba0ea90d22df35889df452ada">Frequency</a> </td>
<td class="paramname"> <em>freq</em> = <code>Annual</code>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">bool </td>
<td class="paramname"> <em>extrapolate</em> = <code>false</code></td><td> </td>
</tr>
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<td></td>
<td>)</td>
<td></td><td></td><td width="100%"> const</td>
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<p>
the first time in the vector must equal the start time; the following times must equal the payment times.
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