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<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_c_m_swap_curve_state.html">CMSwapCurveState</a></li> </ul>
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<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>
<div id="dynsection-0" onclick="return toggleVisibility(this)" class="dynheader closed" style="cursor:pointer;">
<img id="dynsection-0-trigger" src="closed.png" alt="+"/> Inheritance diagram for CMSwapCurveState:</div>
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<area shape="rect" href="class_quant_lib_1_1_curve_state.html" title="Curve state for market-model simulations" alt="" coords="33,5,121,32"/>
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<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
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 </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>
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<tr><td colspan="2"><div class="groupHeader">Modifiers</div></td></tr>
<tr class="memitem:ac5a9935f783978bf73d136b8432879b7"><td class="memItemLeft" align="right" valign="top"><a id="ac5a9935f783978bf73d136b8432879b7"></a>
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 class="separator:ac5a9935f783978bf73d136b8432879b7"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_curve_state"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_curve_state')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_curve_state.html">CurveState</a></td></tr>
<tr class="memitem:a88fd3af37567d6296eb23d2712a9079a inherit pub_methods_class_quant_lib_1_1_curve_state"><td class="memItemLeft" align="right" valign="top"><a id="a88fd3af37567d6296eb23d2712a9079a"></a>
 </td><td class="memItemRight" valign="bottom"><b>CurveState</b> (const std::vector< <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > &rateTimes)</td></tr>
<tr class="separator:a88fd3af37567d6296eb23d2712a9079a inherit pub_methods_class_quant_lib_1_1_curve_state"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a1f7fca17f1af46f16730a2f1dbdd7f29 inherit pub_methods_class_quant_lib_1_1_curve_state"><td class="memItemLeft" align="right" valign="top"><a id="a1f7fca17f1af46f16730a2f1dbdd7f29"></a>
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>numberOfRates</b> () const</td></tr>
<tr class="separator:a1f7fca17f1af46f16730a2f1dbdd7f29 inherit pub_methods_class_quant_lib_1_1_curve_state"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ad4bd892d2064ccdbad9541fb85bf7b95 inherit pub_methods_class_quant_lib_1_1_curve_state"><td class="memItemLeft" align="right" valign="top"><a id="ad4bd892d2064ccdbad9541fb85bf7b95"></a>
const std::vector< <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > & </td><td class="memItemRight" valign="bottom"><b>rateTimes</b> () const</td></tr>
<tr class="separator:ad4bd892d2064ccdbad9541fb85bf7b95 inherit pub_methods_class_quant_lib_1_1_curve_state"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a6100b74c6332259fe1847a30add4bcf6 inherit pub_methods_class_quant_lib_1_1_curve_state"><td class="memItemLeft" align="right" valign="top"><a id="a6100b74c6332259fe1847a30add4bcf6"></a>
const std::vector< <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > & </td><td class="memItemRight" valign="bottom"><b>rateTaus</b> () const</td></tr>
<tr class="separator:a6100b74c6332259fe1847a30add4bcf6 inherit pub_methods_class_quant_lib_1_1_curve_state"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a7a2244c253a6f1a93a4ec152786008b0 inherit pub_methods_class_quant_lib_1_1_curve_state"><td class="memItemLeft" align="right" valign="top"><a id="a7a2244c253a6f1a93a4ec152786008b0"></a>
<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><b>swapRate</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> begin, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> end) const</td></tr>
<tr class="separator:a7a2244c253a6f1a93a4ec152786008b0 inherit pub_methods_class_quant_lib_1_1_curve_state"><td class="memSeparator" colspan="2"> </td></tr>
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Inspectors</h2></td></tr>
<tr class="memitem:a207ed067c93136aea644753a2a6f1c86"><td class="memItemLeft" align="right" valign="top"><a id="a207ed067c93136aea644753a2a6f1c86"></a>
<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>
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<tr class="memitem:a31613721e108a963b66149bb363d0f74"><td class="memItemLeft" align="right" valign="top"><a id="a31613721e108a963b66149bb363d0f74"></a>
<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>
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<tr class="memitem:a3351e65540d7229d2a192abe572ae937"><td class="memItemLeft" align="right" valign="top"><a id="a3351e65540d7229d2a192abe572ae937"></a>
<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 class="separator:a3351e65540d7229d2a192abe572ae937"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a5d8ecad0677eba348d409c4bc98bfb75"><td class="memItemLeft" align="right" valign="top"><a id="a5d8ecad0677eba348d409c4bc98bfb75"></a>
<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>
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<tr class="memitem:a9b18ea706ea8c9a3a9e45239487c79be"><td class="memItemLeft" align="right" valign="top"><a id="a9b18ea706ea8c9a3a9e45239487c79be"></a>
<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 class="separator:a9b18ea706ea8c9a3a9e45239487c79be"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ad74ae6eb598b32f8795eb0de9e49ed3c"><td class="memItemLeft" align="right" valign="top"><a id="ad74ae6eb598b32f8795eb0de9e49ed3c"></a>
<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>
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<tr class="memitem:ab2aaf1cef2a0f9fa64616526ba0b9c95"><td class="memItemLeft" align="right" valign="top"><a id="ab2aaf1cef2a0f9fa64616526ba0b9c95"></a>
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>
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<tr class="memitem:abd1267390501d00e98c3a028bfa1c8fb"><td class="memItemLeft" align="right" valign="top"><a id="abd1267390501d00e98c3a028bfa1c8fb"></a>
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>
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<tr class="memitem:af5f932ada60ebe28862e0e7685b5d157"><td class="memItemLeft" align="right" valign="top"><a id="af5f932ada60ebe28862e0e7685b5d157"></a>
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 class="separator:af5f932ada60ebe28862e0e7685b5d157"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aaaa907b12e4a2bc95f9b6cec9ccb63ac"><td class="memItemLeft" align="right" valign="top"><a id="aaaa907b12e4a2bc95f9b6cec9ccb63ac"></a>
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>
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Additional Inherited Members</h2></td></tr>
<tr class="inherit_header pro_attribs_class_quant_lib_1_1_curve_state"><td colspan="2" onclick="javascript:toggleInherit('pro_attribs_class_quant_lib_1_1_curve_state')"><img src="closed.png" alt="-"/> Protected Attributes inherited from <a class="el" href="class_quant_lib_1_1_curve_state.html">CurveState</a></td></tr>
<tr class="memitem:a9c042abcd446925e95dde36619f5bf6d inherit pro_attribs_class_quant_lib_1_1_curve_state"><td class="memItemLeft" align="right" valign="top"><a id="a9c042abcd446925e95dde36619f5bf6d"></a>
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>numberOfRates_</b></td></tr>
<tr class="separator:a9c042abcd446925e95dde36619f5bf6d inherit pro_attribs_class_quant_lib_1_1_curve_state"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a7c5eaa190a38d0d5e7e28ce0a5dafc6f inherit pro_attribs_class_quant_lib_1_1_curve_state"><td class="memItemLeft" align="right" valign="top"><a id="a7c5eaa190a38d0d5e7e28ce0a5dafc6f"></a>
std::vector< <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > </td><td class="memItemRight" valign="bottom"><b>rateTimes_</b></td></tr>
<tr class="separator:a7c5eaa190a38d0d5e7e28ce0a5dafc6f inherit pro_attribs_class_quant_lib_1_1_curve_state"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aa688289997396acdd1ad9b7c64735213 inherit pro_attribs_class_quant_lib_1_1_curve_state"><td class="memItemLeft" align="right" valign="top"><a id="aa688289997396acdd1ad9b7c64735213"></a>
std::vector< <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > </td><td class="memItemRight" valign="bottom"><b>rateTaus_</b></td></tr>
<tr class="separator:aa688289997396acdd1ad9b7c64735213 inherit pro_attribs_class_quant_lib_1_1_curve_state"><td class="memSeparator" colspan="2"> </td></tr>
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<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>Curve state for constant-maturity-swap market models </p>
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