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<li class="navelem"><a class="el" href="class_quant_lib_1_1_implied_term_structure.html">ImpliedTermStructure</a> </li>
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<a href="#pub-methods">Public Member Functions</a> </div>
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<div class="title">ImpliedTermStructure Class Reference<div class="ingroups"><a class="el" href="group__yieldtermstructures.html">Term structures</a></div></div> </div>
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<!-- doxytag: class="QuantLib::ImpliedTermStructure" --><!-- doxytag: inherits="QuantLib::YieldTermStructure" -->
<p>Implied term structure at a given date in the future.
<a href="class_quant_lib_1_1_implied_term_structure.html#details">More...</a></p>
<p><code>#include <ql/termstructures/yield/impliedtermstructure.hpp></code></p>
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Inheritance diagram for ImpliedTermStructure:</div>
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<area shape="rect" id="node2" href="class_quant_lib_1_1_yield_term_structure.html" title="Interest-rate term structure." alt="" coords="12,6,145,37"/></map>
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<p><a href="class_quant_lib_1_1_implied_term_structure-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="a7dcfdfac9796267ba70661c9ad5c85e7"></a><!-- doxytag: member="QuantLib::ImpliedTermStructure::ImpliedTermStructure" ref="a7dcfdfac9796267ba70661c9ad5c85e7" args="(const Handle< YieldTermStructure > &, const Date &referenceDate)" -->
 </td><td class="memItemRight" valign="bottom"><b>ImpliedTermStructure</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 <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &<a class="el" href="class_quant_lib_1_1_term_structure.html#aa9ae6cc6009ac64d4f265065eab08be0">referenceDate</a>)</td></tr>
<tr><td colspan="2"><h2><a name="member-group"></a>
YieldTermStructure interface</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac147d63df367bbe5282b76b1f98cb9be"></a><!-- doxytag: member="QuantLib::ImpliedTermStructure::dayCounter" ref="ac147d63df367bbe5282b76b1f98cb9be" 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_implied_term_structure.html#ac147d63df367bbe5282b76b1f98cb9be">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" align="right" valign="top"><a class="anchor" id="ae9a0f3904cff2fe61596c593dd0b6448"></a><!-- doxytag: member="QuantLib::ImpliedTermStructure::calendar" ref="ae9a0f3904cff2fe61596c593dd0b6448" 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_implied_term_structure.html#ae9a0f3904cff2fe61596c593dd0b6448">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" align="right" valign="top"><a class="anchor" id="ab6506da60fec85c6f146f1b43116de70"></a><!-- doxytag: member="QuantLib::ImpliedTermStructure::settlementDays" ref="ab6506da60fec85c6f146f1b43116de70" args="() const " -->
<a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_implied_term_structure.html#ab6506da60fec85c6f146f1b43116de70">settlementDays</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">the settlementDays used for reference date calculation <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a74d8fc5480ca811db8332b7b30597fe9"></a><!-- doxytag: member="QuantLib::ImpliedTermStructure::maxDate" ref="a74d8fc5480ca811db8332b7b30597fe9" 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_implied_term_structure.html#a74d8fc5480ca811db8332b7b30597fe9">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" align="right" valign="top"><a class="anchor" id="a2c21d8d34e88bb0451cabdd4e280ab17"></a><!-- doxytag: member="QuantLib::ImpliedTermStructure::discountImpl" ref="a2c21d8d34e88bb0451cabdd4e280ab17" args="(Time) const " -->
<a class="el" href="group__types.html#ga642a971a0bcbbd2fb26c35e1a06e5761">DiscountFactor</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_implied_term_structure.html#a2c21d8d34e88bb0451cabdd4e280ab17">discountImpl</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a>) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">discount factor calculation <br/></td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Implied term structure at a given date in the future. </p>
<p>The given date will be the implied reference date.</p>
<dl class="note"><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>
<dl class="test"><dt><b><a class="el" href="test.html#_test000141">Tests:</a></b></dt><dd><ul>
<li>the correctness of the returned values is tested by checking them against numerical calculations.</li>
<li>observability against changes in the underlying term structure is checked. </li>
</ul>
</dd></dl>
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