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<li class="navelem"><b>QuantLib</b> </li>
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<div class="title">PiecewiseYieldCurve< Traits, Interpolator, Bootstrap > Class Template Reference<div class="ingroups"><a class="el" href="group__yieldtermstructures.html">Term structures</a></div></div> </div>
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<!-- doxytag: class="QuantLib::PiecewiseYieldCurve" --><!-- doxytag: inherits="Traits::template curve::type,QuantLib::LazyObject" -->
<p>Piecewise yield term structure.
<a href="class_quant_lib_1_1_piecewise_yield_curve.html#details">More...</a></p>
<p><code>#include <ql/termstructures/yield/piecewiseyieldcurve.hpp></code></p>
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Inheritance diagram for PiecewiseYieldCurve< Traits, Interpolator, Bootstrap >:</div>
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<div class="center"><img src="class_quant_lib_1_1_piecewise_yield_curve__inherit__graph.png" border="0" usemap="#_piecewise_yield_curve_3_01_traits_00_01_interpolator_00_01_bootstrap_01_4_inherit__map" alt="Inheritance graph"/></div>
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<p><a href="class_quant_lib_1_1_piecewise_yield_curve-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="pub-types"></a>
Public Types</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aada8c38edc7a4968494c4838ecfd99ce"></a><!-- doxytag: member="QuantLib::PiecewiseYieldCurve::traits_type" ref="aada8c38edc7a4968494c4838ecfd99ce" args="" -->
typedef Traits </td><td class="memItemRight" valign="bottom"><b>traits_type</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a89a0f20565fc38a4735f79b7c6deeed7"></a><!-- doxytag: member="QuantLib::PiecewiseYieldCurve::interpolator_type" ref="a89a0f20565fc38a4735f79b7c6deeed7" args="" -->
typedef Interpolator </td><td class="memItemRight" valign="bottom"><b>interpolator_type</b></td></tr>
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a75ba9b03a2b10ba532be31612b2b0f20"></a><!-- doxytag: member="QuantLib::PiecewiseYieldCurve::PiecewiseYieldCurve" ref="a75ba9b03a2b10ba532be31612b2b0f20" args="(const Date &referenceDate, const std::vector< boost::shared_ptr< typename Traits::helper > > &instruments, const DayCounter &dayCounter, const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >(), Real accuracy=1.0e-12, const Interpolator &i=Interpolator(), const Bootstrap< this_curve > &bootstrap=Bootstrap< this_curve >())" -->
 </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, 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> > > &jumps=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> > >(), const std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > &jumpDates=std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> >(), <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> accuracy=1.0e-12, const Interpolator &i=Interpolator(), const Bootstrap< this_curve > &bootstrap=Bootstrap< this_curve >())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1aea2e4071d832165b349e3c2995d51c"></a><!-- doxytag: member="QuantLib::PiecewiseYieldCurve::PiecewiseYieldCurve" ref="a1aea2e4071d832165b349e3c2995d51c" args="(const Date &referenceDate, const std::vector< boost::shared_ptr< typename Traits::helper > > &instruments, const DayCounter &dayCounter, Real accuracy, const Interpolator &i=Interpolator(), const Bootstrap< this_curve > &bootstrap=Bootstrap< this_curve >())" -->
 </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#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> accuracy, const Interpolator &i=Interpolator(), const Bootstrap< <a class="el" href="class_quant_lib_1_1_piecewise_yield_curve.html">this_curve</a> > &bootstrap=Bootstrap< <a class="el" href="class_quant_lib_1_1_piecewise_yield_curve.html">this_curve</a> >())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae90b3c44242a55102aa39365f79f7241"></a><!-- doxytag: member="QuantLib::PiecewiseYieldCurve::PiecewiseYieldCurve" ref="ae90b3c44242a55102aa39365f79f7241" args="(const Date &referenceDate, const std::vector< boost::shared_ptr< typename Traits::helper > > &instruments, const DayCounter &dayCounter, const Interpolator &i, const Bootstrap< this_curve > &bootstrap=Bootstrap< this_curve >())" -->
 </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, const Interpolator &i, const Bootstrap< <a class="el" href="class_quant_lib_1_1_piecewise_yield_curve.html">this_curve</a> > &bootstrap=Bootstrap< <a class="el" href="class_quant_lib_1_1_piecewise_yield_curve.html">this_curve</a> >())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af0d184352744040ac7781af9b6dcadf7"></a><!-- doxytag: member="QuantLib::PiecewiseYieldCurve::PiecewiseYieldCurve" ref="af0d184352744040ac7781af9b6dcadf7" args="(Natural settlementDays, const Calendar &calendar, const std::vector< boost::shared_ptr< typename Traits::helper > > &instruments, const DayCounter &dayCounter, const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >(), Real accuracy=1.0e-12, const Interpolator &i=Interpolator(), const Bootstrap< this_curve > &bootstrap=Bootstrap< this_curve >())" -->
 </td><td class="memItemRight" valign="bottom"><b>PiecewiseYieldCurve</b> (<a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">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, 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> > > &jumps=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> > >(), const std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > &jumpDates=std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> >(), <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> accuracy=1.0e-12, const Interpolator &i=Interpolator(), const Bootstrap< this_curve > &bootstrap=Bootstrap< this_curve >())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae7e19a0e521d5b812e36e3680456e303"></a><!-- doxytag: member="QuantLib::PiecewiseYieldCurve::PiecewiseYieldCurve" ref="ae7e19a0e521d5b812e36e3680456e303" args="(Natural settlementDays, const Calendar &calendar, const std::vector< boost::shared_ptr< typename Traits::helper > > &instruments, const DayCounter &dayCounter, Real accuracy, const Interpolator &i=Interpolator(), const Bootstrap< this_curve > &bootstrap=Bootstrap< this_curve >())" -->
 </td><td class="memItemRight" valign="bottom"><b>PiecewiseYieldCurve</b> (<a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">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#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> accuracy, const Interpolator &i=Interpolator(), const Bootstrap< <a class="el" href="class_quant_lib_1_1_piecewise_yield_curve.html">this_curve</a> > &bootstrap=Bootstrap< <a class="el" href="class_quant_lib_1_1_piecewise_yield_curve.html">this_curve</a> >())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a312702b74eca72da685aee04f8cd40c3"></a><!-- doxytag: member="QuantLib::PiecewiseYieldCurve::PiecewiseYieldCurve" ref="a312702b74eca72da685aee04f8cd40c3" args="(Natural settlementDays, const Calendar &calendar, const std::vector< boost::shared_ptr< typename Traits::helper > > &instruments, const DayCounter &dayCounter, const Interpolator &i, const Bootstrap< this_curve > &bootstrap=Bootstrap< this_curve >())" -->
 </td><td class="memItemRight" valign="bottom"><b>PiecewiseYieldCurve</b> (<a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">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, const Interpolator &i, const Bootstrap< <a class="el" href="class_quant_lib_1_1_piecewise_yield_curve.html">this_curve</a> > &bootstrap=Bootstrap< <a class="el" href="class_quant_lib_1_1_piecewise_yield_curve.html">this_curve</a> >())</td></tr>
<tr><td colspan="2"><div class="groupHeader">TermStructure interface</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a74d8fc5480ca811db8332b7b30597fe9"></a><!-- doxytag: member="QuantLib::PiecewiseYieldCurve::maxDate" ref="a74d8fc5480ca811db8332b7b30597fe9" 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">base_curve interface</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa338cfa77dc3c8dc467f4225459094fd"></a><!-- doxytag: member="QuantLib::PiecewiseYieldCurve::times" ref="aa338cfa77dc3c8dc467f4225459094fd" args="() const " -->
const std::vector< <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > & </td><td class="memItemRight" valign="bottom"><b>times</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a021de10463e6e18e294494d7cbb2b75d"></a><!-- doxytag: member="QuantLib::PiecewiseYieldCurve::dates" ref="a021de10463e6e18e294494d7cbb2b75d" 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" align="right" valign="top"><a class="anchor" id="ac4cb0310cb2b45d6d243dd93f5d0b00f"></a><!-- doxytag: member="QuantLib::PiecewiseYieldCurve::data" ref="ac4cb0310cb2b45d6d243dd93f5d0b00f" args="() const " -->
const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > & </td><td class="memItemRight" valign="bottom"><b>data</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad18c145fb4f30b90c7f7a93f9b36417e"></a><!-- doxytag: member="QuantLib::PiecewiseYieldCurve::nodes" ref="ad18c145fb4f30b90c7f7a93f9b36417e" args="() const " -->
std::vector< std::pair< <a class="el" href="class_quant_lib_1_1_date.html">Date</a>, <br class="typebreak"/>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">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" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_piecewise_yield_curve.html#ac5c54df7ed3b930268c8d7752c101725">update</a> ()</td></tr>
<tr><td colspan="2"><h2><a name="friends"></a>
Friends</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae111cb608a73ca819237b5c9f93f1088"></a><!-- doxytag: member="QuantLib::PiecewiseYieldCurve::Bootstrap< this_curve >" ref="ae111cb608a73ca819237b5c9f93f1088" args="" -->
class </td><td class="memItemRight" valign="bottom"><b>Bootstrap< this_curve ></b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a57e9e8eaf5be1d62515629611b40421e"></a><!-- doxytag: member="QuantLib::PiecewiseYieldCurve::BootstrapError< this_curve >" ref="a57e9e8eaf5be1d62515629611b40421e" args="" -->
class </td><td class="memItemRight" valign="bottom"><b>BootstrapError< this_curve ></b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aca3f88b9684e23193ac4481984646966"></a><!-- doxytag: member="QuantLib::PiecewiseYieldCurve::PenaltyFunction< this_curve >" ref="aca3f88b9684e23193ac4481984646966" args="" -->
class </td><td class="memItemRight" valign="bottom"><b>PenaltyFunction< this_curve ></b></td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><h3>template<class Traits, class Interpolator, template< class > class Bootstrap = IterativeBootstrap><br/>
class QuantLib::PiecewiseYieldCurve< Traits, Interpolator, Bootstrap ></h3>
<p>Piecewise yield term structure. </p>
<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>
<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 class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000140">Warning:</a></b></dt><dd>The bootstrapping algorithm will raise an exception if any two instruments have the same maturity date.</dd></dl>
<dl class="test"><dt><b><a class="el" href="test.html#_test000142">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><dt><b>Examples: </b></dt><dd><a class="el" href="_bonds_8cpp-example.html#_a28">Bonds.cpp</a>, <a class="el" href="_fitted_bond_curve_8cpp-example.html#_a23">FittedBondCurve.cpp</a>, <a class="el" href="_f_r_a_8cpp-example.html#_a14">FRA.cpp</a>, and <a class="el" href="swapvaluation_8cpp-example.html#_a26">swapvaluation.cpp</a>.</dd>
</dl></div><hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="ac5c54df7ed3b930268c8d7752c101725"></a><!-- doxytag: member="QuantLib::PiecewiseYieldCurve::update" ref="ac5c54df7ed3b930268c8d7752c101725" args="()" -->
<div class="memitem">
<div class="memproto">
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<tr>
<td class="memname">void <a class="el" href="class_quant_lib_1_1_piecewise_yield_curve.html#ac5c54df7ed3b930268c8d7752c101725">update</a> </td>
<td>(</td>
<td class="paramname"></td><td>)</td>
<td><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>
<p>Reimplemented from <a class="el" href="class_quant_lib_1_1_lazy_object.html#ac5c54df7ed3b930268c8d7752c101725">LazyObject</a>.</p>
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