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<li class="navelem"><b>QuantLib</b> </li>
<li class="navelem"><a class="el" href="class_quant_lib_1_1_zero_yield_structure.html">ZeroYieldStructure</a> </li>
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<div class="title">ZeroYieldStructure 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::ZeroYieldStructure" --><!-- doxytag: inherits="QuantLib::YieldTermStructure" -->
<p>Zero-yield term structure.
<a href="class_quant_lib_1_1_zero_yield_structure.html#details">More...</a></p>
<p><code>#include <ql/termstructures/yield/zeroyieldstructure.hpp></code></p>
<div class="dynheader">
Inheritance diagram for ZeroYieldStructure:</div>
<div class="dyncontent">
<div class="center"><img src="class_quant_lib_1_1_zero_yield_structure__inherit__graph.png" border="0" usemap="#_zero_yield_structure_inherit__map" alt="Inheritance graph"/></div>
<map name="_zero_yield_structure_inherit__map" id="_zero_yield_structure_inherit__map">
<area shape="rect" id="node5" href="class_quant_lib_1_1_drift_term_structure.html" title="Drift term structure." alt="" coords="424,5,549,35"/><area shape="rect" id="node7" href="class_quant_lib_1_1_interpolated_zero_curve.html" title="YieldTermStructure based on interpolation of zero rates." alt="" coords="368,58,605,89"/><area shape="rect" id="node9" href="class_quant_lib_1_1_piecewise_zero_spreaded_term_structure.html" title="Term structure with an added vector of spreads on the zero-yield rate." alt="" coords="365,111,608,142"/><area shape="rect" id="node11" href="class_quant_lib_1_1_quanto_term_structure.html" title="Quanto term structure." alt="" coords="413,165,560,195"/><area shape="rect" id="node13" href="class_quant_lib_1_1_zero_spreaded_term_structure.html" title="Term structure with an added spread on the zero yield rate." alt="" coords="395,218,579,249"/><area shape="rect" id="node2" href="class_quant_lib_1_1_yield_term_structure.html" title="Interest-rate term structure." alt="" coords="5,111,139,142"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<p><a href="class_quant_lib_1_1_zero_yield_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 colspan="2"><div class="groupHeader">Constructors</div></td></tr>
<tr><td colspan="2"><div class="groupText"><p>See the <a class="el" href="class_quant_lib_1_1_term_structure.html" title="Basic term-structure functionality.">TermStructure</a> documentation for issues regarding constructors. </p>
</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a879bd44d37864155c62c4d561baadc8d"></a><!-- doxytag: member="QuantLib::ZeroYieldStructure::ZeroYieldStructure" ref="a879bd44d37864155c62c4d561baadc8d" args="(const DayCounter &dc=DayCounter(), const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >())" -->
 </td><td class="memItemRight" valign="bottom"><b>ZeroYieldStructure</b> (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>(), 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> >())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af287d6e530508b687989352cbe0ce16f"></a><!-- doxytag: member="QuantLib::ZeroYieldStructure::ZeroYieldStructure" ref="af287d6e530508b687989352cbe0ce16f" args="(const Date &referenceDate, const Calendar &calendar=Calendar(), const DayCounter &dc=DayCounter(), const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >())" -->
 </td><td class="memItemRight" valign="bottom"><b>ZeroYieldStructure</b> (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>, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &<a class="el" href="class_quant_lib_1_1_term_structure.html#ae9a0f3904cff2fe61596c593dd0b6448">calendar</a>=<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>(), 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> >())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5e457f34ac19db74df6a4d1a573f26e5"></a><!-- doxytag: member="QuantLib::ZeroYieldStructure::ZeroYieldStructure" ref="a5e457f34ac19db74df6a4d1a573f26e5" args="(Natural settlementDays, const Calendar &calendar, const DayCounter &dc=DayCounter(), const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >())" -->
 </td><td class="memItemRight" valign="bottom"><b>ZeroYieldStructure</b> (<a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> <a class="el" href="class_quant_lib_1_1_term_structure.html#ab6506da60fec85c6f146f1b43116de70">settlementDays</a>, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &<a class="el" href="class_quant_lib_1_1_term_structure.html#ae9a0f3904cff2fe61596c593dd0b6448">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>(), 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> >())</td></tr>
<tr><td colspan="2"><h2><a name="pro-methods"></a>
Protected Member Functions</h2></td></tr>
<tr><td colspan="2"><div class="groupHeader">Calculations</div></td></tr>
<tr><td colspan="2"><div class="groupText"><p>This method must be implemented in derived classes to perform the actual calculations. When it is called, range check has already been performed; therefore, it must assume that extrapolation is required. </p>
</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a841c9841f67d21b682578d206fc915ec"></a><!-- doxytag: member="QuantLib::ZeroYieldStructure::zeroYieldImpl" ref="a841c9841f67d21b682578d206fc915ec" args="(Time) const =0" -->
virtual <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_zero_yield_structure.html#a841c9841f67d21b682578d206fc915ec">zeroYieldImpl</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a>) const =0</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">zero-yield calculation <br/></td></tr>
<tr><td colspan="2"><div class="groupHeader">YieldTermStructure implementation</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><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_zero_yield_structure.html#a2c21d8d34e88bb0451cabdd4e280ab17">discountImpl</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a>) const </td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Zero-yield term structure. </p>
<p>This abstract class acts as an adapter to <a class="el" href="class_quant_lib_1_1_yield_term_structure.html" title="Interest-rate term structure.">YieldTermStructure</a> allowing the programmer to implement only the <code>zeroYieldImpl(Time)</code> method in derived classes.</p>
<p><a class="el" href="struct_quant_lib_1_1_discount.html" title="Discount-curve traits.">Discount</a> and forward are calculated from zero yields.</p>
<p>Zero rates are assumed to be annual continuous compounding. </p>
</div><hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="a2c21d8d34e88bb0451cabdd4e280ab17"></a><!-- doxytag: member="QuantLib::ZeroYieldStructure::discountImpl" ref="a2c21d8d34e88bb0451cabdd4e280ab17" args="(Time) const " -->
<div class="memitem">
<div class="memproto">
<table class="memname">
<tr>
<td class="memname"><a class="el" href="group__types.html#ga642a971a0bcbbd2fb26c35e1a06e5761">DiscountFactor</a> <a class="el" href="class_quant_lib_1_1_zero_yield_structure.html#a2c21d8d34e88bb0451cabdd4e280ab17">discountImpl</a> </td>
<td>(</td>
<td class="paramtype"><a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td>
<td class="paramname"><em>t</em></td><td>)</td>
<td> const<code> [protected, virtual]</code></td>
</tr>
</table>
</div>
<div class="memdoc">
<p>Returns the discount factor for the given date calculating it from the zero yield. </p>
<p>Implements <a class="el" href="class_quant_lib_1_1_yield_term_structure.html#afe73bf9ae8077e99d6edde6ea309e991">YieldTermStructure</a>.</p>
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