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<li class="navelem"><a class="el" href="class_quant_lib_1_1_c_m_swap_curve_state.html">CMSwapCurveState</a> </li>
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<!-- doxytag: class="QuantLib::CMSwapCurveState" --><!-- doxytag: inherits="QuantLib::CurveState" -->
<p>Curve state for constant-maturity-swap market models
<a href="class_quant_lib_1_1_c_m_swap_curve_state.html#details">More...</a></p>
<p><code>#include <ql/models/marketmodels/curvestates/cmswapcurvestate.hpp></code></p>
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Inheritance diagram for CMSwapCurveState:</div>
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<div class="center"><img src="class_quant_lib_1_1_c_m_swap_curve_state__inherit__graph.png" border="0" usemap="#_c_m_swap_curve_state_inherit__map" alt="Inheritance graph"/></div>
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<area shape="rect" id="node2" href="class_quant_lib_1_1_curve_state.html" title="Curve state for market-model simulations" alt="" coords="32,6,117,37"/></map>
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<p><a href="class_quant_lib_1_1_c_m_swap_curve_state-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9c6e7dc04ff47c26e1918aa50f9bd257"></a><!-- doxytag: member="QuantLib::CMSwapCurveState::CMSwapCurveState" ref="a9c6e7dc04ff47c26e1918aa50f9bd257" args="(const std::vector< Time > &rateTimes, Size spanningForwards)" -->
 </td><td class="memItemRight" valign="bottom"><b>CMSwapCurveState</b> (const std::vector< <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > &rateTimes, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> spanningForwards)</td></tr>
<tr><td colspan="2"><div class="groupHeader">Modifiers</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac5a9935f783978bf73d136b8432879b7"></a><!-- doxytag: member="QuantLib::CMSwapCurveState::setOnCMSwapRates" ref="ac5a9935f783978bf73d136b8432879b7" args="(const std::vector< Rate > &cmSwapRates, Size firstValidIndex=0)" -->
void </td><td class="memItemRight" valign="bottom"><b>setOnCMSwapRates</b> (const std::vector< <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> > &cmSwapRates, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> firstValidIndex=0)</td></tr>
<tr><td colspan="2"><div class="groupHeader">Inspectors</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aba827b05a0086533a68c6c2862351d08"></a><!-- doxytag: member="QuantLib::CMSwapCurveState::discountRatio" ref="aba827b05a0086533a68c6c2862351d08" args="(Size i, Size j) const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>discountRatio</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> i, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> j) const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aac1391a5c503e87b171babebba6d4a60"></a><!-- doxytag: member="QuantLib::CMSwapCurveState::forwardRate" ref="aac1391a5c503e87b171babebba6d4a60" args="(Size i) const " -->
<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><b>forwardRate</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> i) const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="abec96ff6545d6cd3be5d3eaef0dbd0a8"></a><!-- doxytag: member="QuantLib::CMSwapCurveState::coterminalSwapRate" ref="abec96ff6545d6cd3be5d3eaef0dbd0a8" args="(Size i) const " -->
<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><b>coterminalSwapRate</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> i) const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aea7368686f038e0fdbc9341faf4003a6"></a><!-- doxytag: member="QuantLib::CMSwapCurveState::coterminalSwapAnnuity" ref="aea7368686f038e0fdbc9341faf4003a6" args="(Size numeraire, Size i) const " -->
<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><b>coterminalSwapAnnuity</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> numeraire, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> i) const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aee06bd7c4e552385a9f4e9720b5e6b01"></a><!-- doxytag: member="QuantLib::CMSwapCurveState::cmSwapRate" ref="aee06bd7c4e552385a9f4e9720b5e6b01" args="(Size i, Size spanningForwards) const " -->
<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><b>cmSwapRate</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> i, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> spanningForwards) const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae62cf5e5050a7c480b620a7ec2d104d1"></a><!-- doxytag: member="QuantLib::CMSwapCurveState::cmSwapAnnuity" ref="ae62cf5e5050a7c480b620a7ec2d104d1" args="(Size numeraire, Size i, Size spanningForwards) const " -->
<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><b>cmSwapAnnuity</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> numeraire, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> i, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> spanningForwards) const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5cc6fb17a2d2d3c52a5cb79ff094d184"></a><!-- doxytag: member="QuantLib::CMSwapCurveState::forwardRates" ref="a5cc6fb17a2d2d3c52a5cb79ff094d184" args="() const " -->
const std::vector< <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> > & </td><td class="memItemRight" valign="bottom"><b>forwardRates</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="abe78d2bc9f2687c5e31baa486ad2ace5"></a><!-- doxytag: member="QuantLib::CMSwapCurveState::coterminalSwapRates" ref="abe78d2bc9f2687c5e31baa486ad2ace5" args="() const " -->
const std::vector< <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> > & </td><td class="memItemRight" valign="bottom"><b>coterminalSwapRates</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2c2d3c56715486e94144c87531f19fcc"></a><!-- doxytag: member="QuantLib::CMSwapCurveState::cmSwapRates" ref="a2c2d3c56715486e94144c87531f19fcc" args="(Size spanningForwards) const " -->
const std::vector< <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> > & </td><td class="memItemRight" valign="bottom"><b>cmSwapRates</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> spanningForwards) const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8c46c0cde27036afcca8fe94bf19101d"></a><!-- doxytag: member="QuantLib::CMSwapCurveState::clone" ref="a8c46c0cde27036afcca8fe94bf19101d" args="() const " -->
std::auto_ptr< <a class="el" href="class_quant_lib_1_1_curve_state.html">CurveState</a> > </td><td class="memItemRight" valign="bottom"><b>clone</b> () const </td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Curve state for constant-maturity-swap market models </p>
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