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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_interpolated_zero_curve.html">InterpolatedZeroCurve</a></li> </ul>
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<div class="title">InterpolatedZeroCurve< Interpolator > Class Template Reference<div class="ingroups"><a class="el" href="group__yieldtermstructures.html">Term structures</a></div></div> </div>
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<p><a class="el" href="class_quant_lib_1_1_yield_term_structure.html" title="Interest-rate term structure.">YieldTermStructure</a> based on interpolation of zero rates.
<a href="class_quant_lib_1_1_interpolated_zero_curve.html#details">More...</a></p>
<p><code>#include <ql/termstructures/yield/zerocurve.hpp></code></p>
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<img id="dynsection-0-trigger" src="closed.png" alt="+"/> Inheritance diagram for InterpolatedZeroCurve< Interpolator >:</div>
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<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr class="memitem:aca4cbc34c6114843f9b9bac0d06c2846"><td class="memItemLeft" align="right" valign="top"><a id="aca4cbc34c6114843f9b9bac0d06c2846"></a>
 </td><td class="memItemRight" valign="bottom"><b>InterpolatedZeroCurve</b> (const std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > &dates, const std::vector< <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> > &yields, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &<a class="el" href="class_quant_lib_1_1_term_structure.html#ad49654ea33055b03f8666910acc13880">dayCounter</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#a38e235178eb0a7749c37a16d71f4762f">calendar</a>=<a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</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> >(), const Interpolator &interpolator=Interpolator(), <a class="el" href="namespace_quant_lib.html#a2779d04b4839fd386b5c85bbb96aaf73">Compounding</a> compounding=<a class="el" href="namespace_quant_lib.html#a2779d04b4839fd386b5c85bbb96aaf73a6cb140948cbeedb9f7182dd4027e5e37">Continuous</a>, <a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> frequency=<a class="el" href="group__datetime.html#gga6d41db8ba0ea90d22df35889df452adaa508b18014c96e2d466c12b39d7f4e426">Annual</a>)</td></tr>
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 </td><td class="memItemRight" valign="bottom"><b>InterpolatedZeroCurve</b> (const std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > &dates, const std::vector< <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> > &yields, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &<a class="el" href="class_quant_lib_1_1_term_structure.html#ad49654ea33055b03f8666910acc13880">dayCounter</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#a38e235178eb0a7749c37a16d71f4762f">calendar</a>, const Interpolator &interpolator, <a class="el" href="namespace_quant_lib.html#a2779d04b4839fd386b5c85bbb96aaf73">Compounding</a> compounding=<a class="el" href="namespace_quant_lib.html#a2779d04b4839fd386b5c85bbb96aaf73a6cb140948cbeedb9f7182dd4027e5e37">Continuous</a>, <a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> frequency=<a class="el" href="group__datetime.html#gga6d41db8ba0ea90d22df35889df452adaa508b18014c96e2d466c12b39d7f4e426">Annual</a>)</td></tr>
<tr class="separator:a12cd28ded880657f012a62362c49aba4"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a1b950b76e3bb0b50251f394518601fa4"><td class="memItemLeft" align="right" valign="top"><a id="a1b950b76e3bb0b50251f394518601fa4"></a>
 </td><td class="memItemRight" valign="bottom"><b>InterpolatedZeroCurve</b> (const std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > &dates, const std::vector< <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> > &yields, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &<a class="el" href="class_quant_lib_1_1_term_structure.html#ad49654ea33055b03f8666910acc13880">dayCounter</a>, const Interpolator &interpolator, <a class="el" href="namespace_quant_lib.html#a2779d04b4839fd386b5c85bbb96aaf73">Compounding</a> compounding=<a class="el" href="namespace_quant_lib.html#a2779d04b4839fd386b5c85bbb96aaf73a6cb140948cbeedb9f7182dd4027e5e37">Continuous</a>, <a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> frequency=<a class="el" href="group__datetime.html#gga6d41db8ba0ea90d22df35889df452adaa508b18014c96e2d466c12b39d7f4e426">Annual</a>)</td></tr>
<tr class="separator:a1b950b76e3bb0b50251f394518601fa4"><td class="memSeparator" colspan="2"> </td></tr>
<tr><td colspan="2"><div class="groupHeader">TermStructure interface</div></td></tr>
<tr class="memitem:a6fa1d746e67f372c6e09e4ec9ad8973b"><td class="memItemLeft" align="right" valign="top"><a id="a6fa1d746e67f372c6e09e4ec9ad8973b"></a>
<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_interpolated_zero_curve.html#a6fa1d746e67f372c6e09e4ec9ad8973b">maxDate</a> () const</td></tr>
<tr class="memdesc:a6fa1d746e67f372c6e09e4ec9ad8973b"><td class="mdescLeft"> </td><td class="mdescRight">the latest date for which the curve can return values <br /></td></tr>
<tr class="separator:a6fa1d746e67f372c6e09e4ec9ad8973b"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_zero_yield_structure"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_zero_yield_structure')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_zero_yield_structure.html">ZeroYieldStructure</a></td></tr>
<tr class="memitem:a5276ef3744f1ee1bfd2c86d5f567be77 inherit pub_methods_class_quant_lib_1_1_zero_yield_structure"><td class="memItemLeft" align="right" valign="top"><a id="a5276ef3744f1ee1bfd2c86d5f567be77"></a>
 </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>())</td></tr>
<tr class="separator:a5276ef3744f1ee1bfd2c86d5f567be77 inherit pub_methods_class_quant_lib_1_1_zero_yield_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:af287d6e530508b687989352cbe0ce16f inherit pub_methods_class_quant_lib_1_1_zero_yield_structure"><td class="memItemLeft" align="right" valign="top"><a id="af287d6e530508b687989352cbe0ce16f"></a>
 </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#acd49fd0f9bfecc09e0d3461f16ec5d79">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#a38e235178eb0a7749c37a16d71f4762f">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 class="separator:af287d6e530508b687989352cbe0ce16f inherit pub_methods_class_quant_lib_1_1_zero_yield_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a5e457f34ac19db74df6a4d1a573f26e5 inherit pub_methods_class_quant_lib_1_1_zero_yield_structure"><td class="memItemLeft" align="right" valign="top"><a id="a5e457f34ac19db74df6a4d1a573f26e5"></a>
 </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#a32e050c75a34ceee6f0633bdb799a080">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#a38e235178eb0a7749c37a16d71f4762f">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 class="separator:a5e457f34ac19db74df6a4d1a573f26e5 inherit pub_methods_class_quant_lib_1_1_zero_yield_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aef2012632aa90e4fe0803805031977fc inherit pub_methods_class_quant_lib_1_1_zero_yield_structure"><td class="memItemLeft" align="right" valign="top">QL_DEPRECATED </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_zero_yield_structure.html#aef2012632aa90e4fe0803805031977fc">ZeroYieldStructure</a> (const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dc, 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, 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 class="separator:aef2012632aa90e4fe0803805031977fc inherit pub_methods_class_quant_lib_1_1_zero_yield_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_yield_term_structure"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_yield_term_structure')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a></td></tr>
<tr class="memitem:a7985e20177b67f441f758b22bc138f95 inherit pub_methods_class_quant_lib_1_1_yield_term_structure"><td class="memItemLeft" align="right" valign="top"><a id="a7985e20177b67f441f758b22bc138f95"></a>
 </td><td class="memItemRight" valign="bottom"><b>YieldTermStructure</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>())</td></tr>
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 </td><td class="memItemRight" valign="bottom"><b>YieldTermStructure</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#acd49fd0f9bfecc09e0d3461f16ec5d79">referenceDate</a>, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &cal=<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>
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 </td><td class="memItemRight" valign="bottom"><b>YieldTermStructure</b> (<a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> <a class="el" href="class_quant_lib_1_1_term_structure.html#a32e050c75a34ceee6f0633bdb799a080">settlementDays</a>, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &cal, 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>
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<tr class="memitem:ab84b869e5072df42bd0e5498b4c2780c inherit pub_methods_class_quant_lib_1_1_yield_term_structure"><td class="memItemLeft" align="right" valign="top">QL_DEPRECATED </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_yield_term_structure.html#ab84b869e5072df42bd0e5498b4c2780c">YieldTermStructure</a> (const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dc, 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, 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>
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<a class="el" href="group__types.html#ga642a971a0bcbbd2fb26c35e1a06e5761">DiscountFactor</a> </td><td class="memItemRight" valign="bottom"><b>discount</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d, bool extrapolate=false) const</td></tr>
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<tr class="memitem:a87d1773469d34245ca510dabc54b0070 inherit pub_methods_class_quant_lib_1_1_yield_term_structure"><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_yield_term_structure.html#a87d1773469d34245ca510dabc54b0070">discount</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t, bool extrapolate=false) const</td></tr>
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<tr class="memitem:aa055828cc9c2c181ac05401da5a2adee inherit pub_methods_class_quant_lib_1_1_yield_term_structure"><td class="memItemLeft" align="right" valign="top"><a class="el" href="class_quant_lib_1_1_interest_rate.html">InterestRate</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_yield_term_structure.html#aa055828cc9c2c181ac05401da5a2adee">zeroRate</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &resultDayCounter, <a class="el" href="namespace_quant_lib.html#a2779d04b4839fd386b5c85bbb96aaf73">Compounding</a> comp, <a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> freq=<a class="el" href="group__datetime.html#gga6d41db8ba0ea90d22df35889df452adaa508b18014c96e2d466c12b39d7f4e426">Annual</a>, bool extrapolate=false) const</td></tr>
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<tr class="memitem:a581cb95cc8d59a69ad7e20c0e2177fb9 inherit pub_methods_class_quant_lib_1_1_yield_term_structure"><td class="memItemLeft" align="right" valign="top"><a class="el" href="class_quant_lib_1_1_interest_rate.html">InterestRate</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_yield_term_structure.html#a581cb95cc8d59a69ad7e20c0e2177fb9">zeroRate</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t, <a class="el" href="namespace_quant_lib.html#a2779d04b4839fd386b5c85bbb96aaf73">Compounding</a> comp, <a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> freq=<a class="el" href="group__datetime.html#gga6d41db8ba0ea90d22df35889df452adaa508b18014c96e2d466c12b39d7f4e426">Annual</a>, bool extrapolate=false) const</td></tr>
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<tr class="memitem:af175993bf875056649e95fe91a6cc461 inherit pub_methods_class_quant_lib_1_1_yield_term_structure"><td class="memItemLeft" align="right" valign="top"><a class="el" href="class_quant_lib_1_1_interest_rate.html">InterestRate</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_yield_term_structure.html#af175993bf875056649e95fe91a6cc461">forwardRate</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d1, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d2, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &resultDayCounter, <a class="el" href="namespace_quant_lib.html#a2779d04b4839fd386b5c85bbb96aaf73">Compounding</a> comp, <a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> freq=<a class="el" href="group__datetime.html#gga6d41db8ba0ea90d22df35889df452adaa508b18014c96e2d466c12b39d7f4e426">Annual</a>, bool extrapolate=false) const</td></tr>
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<tr class="memitem:a28dfb39c8d0545274c583b6424b030c8 inherit pub_methods_class_quant_lib_1_1_yield_term_structure"><td class="memItemLeft" align="right" valign="top"><a class="el" href="class_quant_lib_1_1_interest_rate.html">InterestRate</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_yield_term_structure.html#a28dfb39c8d0545274c583b6424b030c8">forwardRate</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &p, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &resultDayCounter, <a class="el" href="namespace_quant_lib.html#a2779d04b4839fd386b5c85bbb96aaf73">Compounding</a> comp, <a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> freq=<a class="el" href="group__datetime.html#gga6d41db8ba0ea90d22df35889df452adaa508b18014c96e2d466c12b39d7f4e426">Annual</a>, bool extrapolate=false) const</td></tr>
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<tr class="memitem:a5357bd635ffacece802a67d8a86801b6 inherit pub_methods_class_quant_lib_1_1_yield_term_structure"><td class="memItemLeft" align="right" valign="top"><a class="el" href="class_quant_lib_1_1_interest_rate.html">InterestRate</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_yield_term_structure.html#a5357bd635ffacece802a67d8a86801b6">forwardRate</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t1, <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t2, <a class="el" href="namespace_quant_lib.html#a2779d04b4839fd386b5c85bbb96aaf73">Compounding</a> comp, <a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> freq=<a class="el" href="group__datetime.html#gga6d41db8ba0ea90d22df35889df452adaa508b18014c96e2d466c12b39d7f4e426">Annual</a>, bool extrapolate=false) const</td></tr>
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const std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > & </td><td class="memItemRight" valign="bottom"><b>jumpDates</b> () const</td></tr>
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const std::vector< <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > & </td><td class="memItemRight" valign="bottom"><b>jumpTimes</b> () const</td></tr>
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<tr class="memitem:ac5c54df7ed3b930268c8d7752c101725 inherit pub_methods_class_quant_lib_1_1_yield_term_structure"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_yield_term_structure.html#ac5c54df7ed3b930268c8d7752c101725">update</a> ()</td></tr>
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<tr class="inherit_header pub_methods_class_quant_lib_1_1_term_structure"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_term_structure')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_term_structure.html">TermStructure</a></td></tr>
<tr class="memitem:a4a8e0f324391a12454f11f5f5d5e66e8 inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="memItemLeft" align="right" valign="top"> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_term_structure.html#a4a8e0f324391a12454f11f5f5d5e66e8">TermStructure</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>())</td></tr>
<tr class="memdesc:a4a8e0f324391a12454f11f5f5d5e66e8 inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">default constructor <a href="class_quant_lib_1_1_term_structure.html#a4a8e0f324391a12454f11f5f5d5e66e8">More...</a><br /></td></tr>
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 </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_term_structure.html#a44918f70ab345cad67a287d46641f20f">TermStructure</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#acd49fd0f9bfecc09e0d3461f16ec5d79">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#a38e235178eb0a7749c37a16d71f4762f">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>())</td></tr>
<tr class="memdesc:a44918f70ab345cad67a287d46641f20f inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">initialize with a fixed reference date <br /></td></tr>
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 </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_term_structure.html#ab72309c6d49bd4b6dc5b9ed09b67c7b9">TermStructure</a> (<a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> <a class="el" href="class_quant_lib_1_1_term_structure.html#a32e050c75a34ceee6f0633bdb799a080">settlementDays</a>, const <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>())</td></tr>
<tr class="memdesc:ab72309c6d49bd4b6dc5b9ed09b67c7b9 inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">calculate the reference date based on the global evaluation date <br /></td></tr>
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virtual </td><td class="memItemRight" valign="bottom"><b>~TermStructure</b> ()</td></tr>
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<tr class="memitem:ad49654ea33055b03f8666910acc13880 inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="memItemLeft" align="right" valign="top"><a id="ad49654ea33055b03f8666910acc13880"></a>
virtual <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_term_structure.html#ad49654ea33055b03f8666910acc13880">dayCounter</a> () const</td></tr>
<tr class="memdesc:ad49654ea33055b03f8666910acc13880 inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">the day counter used for date/time conversion <br /></td></tr>
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<tr class="memitem:aa249f26327547294e5f920745cab10fd inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="memItemLeft" align="right" valign="top"><a id="aa249f26327547294e5f920745cab10fd"></a>
<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_term_structure.html#aa249f26327547294e5f920745cab10fd">timeFromReference</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &date) const</td></tr>
<tr class="memdesc:aa249f26327547294e5f920745cab10fd inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">date/time conversion <br /></td></tr>
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<tr class="memitem:a4950639c8f60a60050efe2772e1d6a2a inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="memItemLeft" align="right" valign="top"><a id="a4950639c8f60a60050efe2772e1d6a2a"></a>
virtual <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_term_structure.html#a4950639c8f60a60050efe2772e1d6a2a">maxTime</a> () const</td></tr>
<tr class="memdesc:a4950639c8f60a60050efe2772e1d6a2a inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">the latest time for which the curve can return values <br /></td></tr>
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<tr class="memitem:acd49fd0f9bfecc09e0d3461f16ec5d79 inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="memItemLeft" align="right" valign="top"><a id="acd49fd0f9bfecc09e0d3461f16ec5d79"></a>
virtual 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_term_structure.html#acd49fd0f9bfecc09e0d3461f16ec5d79">referenceDate</a> () const</td></tr>
<tr class="memdesc:acd49fd0f9bfecc09e0d3461f16ec5d79 inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">the date at which discount = 1.0 and/or variance = 0.0 <br /></td></tr>
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<tr class="memitem:a38e235178eb0a7749c37a16d71f4762f inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="memItemLeft" align="right" valign="top"><a id="a38e235178eb0a7749c37a16d71f4762f"></a>
virtual <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_term_structure.html#a38e235178eb0a7749c37a16d71f4762f">calendar</a> () const</td></tr>
<tr class="memdesc:a38e235178eb0a7749c37a16d71f4762f inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">the calendar used for reference and/or option date calculation <br /></td></tr>
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<tr class="memitem:a32e050c75a34ceee6f0633bdb799a080 inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="memItemLeft" align="right" valign="top"><a id="a32e050c75a34ceee6f0633bdb799a080"></a>
virtual <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_term_structure.html#a32e050c75a34ceee6f0633bdb799a080">settlementDays</a> () const</td></tr>
<tr class="memdesc:a32e050c75a34ceee6f0633bdb799a080 inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">the settlementDays used for reference date calculation <br /></td></tr>
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<tr class="inherit_header pub_methods_class_quant_lib_1_1_observer"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_observer')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td></tr>
<tr class="memitem:af6a9d3ca0b7f388f3b7ccb1eccf11f63 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="af6a9d3ca0b7f388f3b7ccb1eccf11f63"></a>
 </td><td class="memItemRight" valign="bottom"><b>Observer</b> (const <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> &)</td></tr>
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<a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> & </td><td class="memItemRight" valign="bottom"><b>operator=</b> (const <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> &)</td></tr>
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std::pair< iterator, bool > </td><td class="memItemRight" valign="bottom"><b>registerWith</b> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > &)</td></tr>
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<tr class="memitem:a51d57eb97a3a57312a47bda29235f182 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observer.html#a51d57eb97a3a57312a47bda29235f182">registerWithObservables</a> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> > &)</td></tr>
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<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>unregisterWith</b> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > &)</td></tr>
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void </td><td class="memItemRight" valign="bottom"><b>unregisterWithAll</b> ()</td></tr>
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<tr class="memitem:a3d53f9669c128dadc74a5d044a7c8e68 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observer.html#a3d53f9669c128dadc74a5d044a7c8e68">deepUpdate</a> ()</td></tr>
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<tr class="inherit_header pub_methods_class_quant_lib_1_1_observable"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_observable')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td></tr>
<tr class="memitem:a840dd96e33a304cbf681d357de7f48d0 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top"><a id="a840dd96e33a304cbf681d357de7f48d0"></a>
 </td><td class="memItemRight" valign="bottom"><b>Observable</b> (const <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> &)</td></tr>
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<tr class="memitem:a522aacdd0f2408fe5e46527a6db999b4 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top"><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observable.html#a522aacdd0f2408fe5e46527a6db999b4">operator=</a> (const <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> &)</td></tr>
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<tr class="memitem:a397546715bfc5aedd1d16dd202a19d4c inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observable.html#a397546715bfc5aedd1d16dd202a19d4c">notifyObservers</a> ()</td></tr>
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<tr class="inherit_header pub_methods_class_quant_lib_1_1_extrapolator"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_extrapolator')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_extrapolator.html">Extrapolator</a></td></tr>
<tr class="memitem:ae60e793a77f44a9c022b103458fa993c inherit pub_methods_class_quant_lib_1_1_extrapolator"><td class="memItemLeft" align="right" valign="top"><a id="ae60e793a77f44a9c022b103458fa993c"></a>
void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_extrapolator.html#ae60e793a77f44a9c022b103458fa993c">enableExtrapolation</a> (bool b=true)</td></tr>
<tr class="memdesc:ae60e793a77f44a9c022b103458fa993c inherit pub_methods_class_quant_lib_1_1_extrapolator"><td class="mdescLeft"> </td><td class="mdescRight">enable extrapolation in subsequent calls <br /></td></tr>
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<tr class="memitem:abab5047522a68771f2b1d51d1ac78383 inherit pub_methods_class_quant_lib_1_1_extrapolator"><td class="memItemLeft" align="right" valign="top"><a id="abab5047522a68771f2b1d51d1ac78383"></a>
void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_extrapolator.html#abab5047522a68771f2b1d51d1ac78383">disableExtrapolation</a> (bool b=true)</td></tr>
<tr class="memdesc:abab5047522a68771f2b1d51d1ac78383 inherit pub_methods_class_quant_lib_1_1_extrapolator"><td class="mdescLeft"> </td><td class="mdescRight">disable extrapolation in subsequent calls <br /></td></tr>
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<tr class="memitem:a323f875818fddd62a1c56c25ddaee418 inherit pub_methods_class_quant_lib_1_1_extrapolator"><td class="memItemLeft" align="right" valign="top"><a id="a323f875818fddd62a1c56c25ddaee418"></a>
bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_extrapolator.html#a323f875818fddd62a1c56c25ddaee418">allowsExtrapolation</a> () const</td></tr>
<tr class="memdesc:a323f875818fddd62a1c56c25ddaee418 inherit pub_methods_class_quant_lib_1_1_extrapolator"><td class="mdescLeft"> </td><td class="mdescRight">tells whether extrapolation is enabled <br /></td></tr>
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</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="member-group"></a>
other inspectors</h2></td></tr>
<tr class="memitem:a9c05af40300cb8466ae21f698a15f728"><td class="memItemLeft" align="right" valign="top"><a id="a9c05af40300cb8466ae21f698a15f728"></a>
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>
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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>
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<tr class="memitem:a6e28a141ea689b756ce47facf16b3faf"><td class="memItemLeft" align="right" valign="top"><a id="a6e28a141ea689b756ce47facf16b3faf"></a>
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>
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const std::vector< <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> > & </td><td class="memItemRight" valign="bottom"><b>zeroRates</b> () const</td></tr>
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std::vector< std::pair< <a class="el" href="class_quant_lib_1_1_date.html">Date</a>, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > > </td><td class="memItemRight" valign="bottom"><b>nodes</b> () const</td></tr>
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 </td><td class="memItemRight" valign="bottom"><b>InterpolatedZeroCurve</b> (const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &, const Interpolator &interpolator=Interpolator())</td></tr>
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<tr class="memitem:a3a811478d9ed334bda6909f157c0c4ea"><td class="memItemLeft" align="right" valign="top"><a id="a3a811478d9ed334bda6909f157c0c4ea"></a>
 </td><td class="memItemRight" valign="bottom"><b>InterpolatedZeroCurve</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#acd49fd0f9bfecc09e0d3461f16ec5d79">referenceDate</a>, const <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> >(), const Interpolator &interpolator=Interpolator())</td></tr>
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<tr class="memitem:a040882417ec0e28413940899081a2ea6"><td class="memItemLeft" align="right" valign="top"><a id="a040882417ec0e28413940899081a2ea6"></a>
 </td><td class="memItemRight" valign="bottom"><b>InterpolatedZeroCurve</b> (<a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> <a class="el" href="class_quant_lib_1_1_term_structure.html#a32e050c75a34ceee6f0633bdb799a080">settlementDays</a>, const <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> &, 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> >(), const Interpolator &interpolator=Interpolator())</td></tr>
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<tr class="memitem:afe8dab6458073832705b8d4f74fca74b"><td class="memItemLeft" align="right" valign="top">QL_DEPRECATED </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interpolated_zero_curve.html#afe8dab6458073832705b8d4f74fca74b">InterpolatedZeroCurve</a> (const <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, 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> >(), const Interpolator &interpolator=Interpolator())</td></tr>
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</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="member-group"></a>
ZeroYieldStructure implementation</h2></td></tr>
<tr class="memitem:a361b6eadf2fb8b49e1a53073e0f8f11d"><td class="memItemLeft" align="right" valign="top"><a id="a361b6eadf2fb8b49e1a53073e0f8f11d"></a>
std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > </td><td class="memItemRight" valign="bottom"><b>dates_</b></td></tr>
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<tr class="memitem:ae2ccf4d71e8b6d63e9ec34d0924b8b6a"><td class="memItemLeft" align="right" valign="top"><a id="ae2ccf4d71e8b6d63e9ec34d0924b8b6a"></a>
<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_interpolated_zero_curve.html#ae2ccf4d71e8b6d63e9ec34d0924b8b6a">zeroYieldImpl</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t) const</td></tr>
<tr class="memdesc:ae2ccf4d71e8b6d63e9ec34d0924b8b6a"><td class="mdescLeft"> </td><td class="mdescRight">zero-yield calculation <br /></td></tr>
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</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="inherited"></a>
Additional Inherited Members</h2></td></tr>
<tr class="inherit_header pub_types_class_quant_lib_1_1_observer"><td colspan="2" onclick="javascript:toggleInherit('pub_types_class_quant_lib_1_1_observer')"><img src="closed.png" alt="-"/> Public Types inherited from <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td></tr>
<tr class="memitem:a78de5f2b6bce96d718e3c18b9f52d67c inherit pub_types_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a78de5f2b6bce96d718e3c18b9f52d67c"></a>
typedef boost::unordered_set< ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > > </td><td class="memItemRight" valign="bottom"><b>set_type</b></td></tr>
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<tr class="memitem:ae98429250f6997df7b87f4b37454609e inherit pub_types_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="ae98429250f6997df7b87f4b37454609e"></a>
typedef set_type::iterator </td><td class="memItemRight" valign="bottom"><b>iterator</b></td></tr>
<tr class="separator:ae98429250f6997df7b87f4b37454609e inherit pub_types_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pro_methods_class_quant_lib_1_1_zero_yield_structure"><td colspan="2" onclick="javascript:toggleInherit('pro_methods_class_quant_lib_1_1_zero_yield_structure')"><img src="closed.png" alt="-"/> Protected Member Functions inherited from <a class="el" href="class_quant_lib_1_1_zero_yield_structure.html">ZeroYieldStructure</a></td></tr>
<tr class="memitem:a08c98cafd406e91aa8e17cedb889c99d inherit pro_methods_class_quant_lib_1_1_zero_yield_structure"><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#a08c98cafd406e91aa8e17cedb889c99d">discountImpl</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a>) const</td></tr>
<tr class="separator:a08c98cafd406e91aa8e17cedb889c99d inherit pro_methods_class_quant_lib_1_1_zero_yield_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pro_methods_class_quant_lib_1_1_yield_term_structure"><td colspan="2" onclick="javascript:toggleInherit('pro_methods_class_quant_lib_1_1_yield_term_structure')"><img src="closed.png" alt="-"/> Protected Member Functions inherited from <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a></td></tr>
<tr class="inherit_header pro_methods_class_quant_lib_1_1_term_structure"><td colspan="2" onclick="javascript:toggleInherit('pro_methods_class_quant_lib_1_1_term_structure')"><img src="closed.png" alt="-"/> Protected Member Functions inherited from <a class="el" href="class_quant_lib_1_1_term_structure.html">TermStructure</a></td></tr>
<tr class="memitem:abbff679b6600c49cafed098870f94376 inherit pro_methods_class_quant_lib_1_1_term_structure"><td class="memItemLeft" align="right" valign="top"><a id="abbff679b6600c49cafed098870f94376"></a>
void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_term_structure.html#abbff679b6600c49cafed098870f94376">checkRange</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d, bool extrapolate) const</td></tr>
<tr class="memdesc:abbff679b6600c49cafed098870f94376 inherit pro_methods_class_quant_lib_1_1_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">date-range check <br /></td></tr>
<tr class="separator:abbff679b6600c49cafed098870f94376 inherit pro_methods_class_quant_lib_1_1_term_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ac13f8e2d29e10f3fb6838bfb59759299 inherit pro_methods_class_quant_lib_1_1_term_structure"><td class="memItemLeft" align="right" valign="top"><a id="ac13f8e2d29e10f3fb6838bfb59759299"></a>
void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_term_structure.html#ac13f8e2d29e10f3fb6838bfb59759299">checkRange</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t, bool extrapolate) const</td></tr>
<tr class="memdesc:ac13f8e2d29e10f3fb6838bfb59759299 inherit pro_methods_class_quant_lib_1_1_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">time-range check <br /></td></tr>
<tr class="separator:ac13f8e2d29e10f3fb6838bfb59759299 inherit pro_methods_class_quant_lib_1_1_term_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pro_methods_class_quant_lib_1_1_interpolated_curve"><td colspan="2" onclick="javascript:toggleInherit('pro_methods_class_quant_lib_1_1_interpolated_curve')"><img src="closed.png" alt="-"/> Protected Member Functions inherited from <a class="el" href="class_quant_lib_1_1_interpolated_curve.html">InterpolatedCurve< Interpolator ></a></td></tr>
<tr class="memitem:a84cbe87fa8e8b64ada801479fa7e2ee1 inherit pro_methods_class_quant_lib_1_1_interpolated_curve"><td class="memItemLeft" align="right" valign="top"><a id="a84cbe87fa8e8b64ada801479fa7e2ee1"></a>
 </td><td class="memItemRight" valign="bottom"><b>InterpolatedCurve</b> (const std::vector< <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > &times, const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &data, const Interpolator &i=Interpolator())</td></tr>
<tr class="separator:a84cbe87fa8e8b64ada801479fa7e2ee1 inherit pro_methods_class_quant_lib_1_1_interpolated_curve"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:af65ba2657e570befd6d47b554d41be2c inherit pro_methods_class_quant_lib_1_1_interpolated_curve"><td class="memItemLeft" align="right" valign="top"><a id="af65ba2657e570befd6d47b554d41be2c"></a>
 </td><td class="memItemRight" valign="bottom"><b>InterpolatedCurve</b> (const std::vector< <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > &times, const Interpolator &i=Interpolator())</td></tr>
<tr class="separator:af65ba2657e570befd6d47b554d41be2c inherit pro_methods_class_quant_lib_1_1_interpolated_curve"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a3fce8f7f7406e558c914ada1f040b2d9 inherit pro_methods_class_quant_lib_1_1_interpolated_curve"><td class="memItemLeft" align="right" valign="top"><a id="a3fce8f7f7406e558c914ada1f040b2d9"></a>
 </td><td class="memItemRight" valign="bottom"><b>InterpolatedCurve</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> n, const Interpolator &i=Interpolator())</td></tr>
<tr class="separator:a3fce8f7f7406e558c914ada1f040b2d9 inherit pro_methods_class_quant_lib_1_1_interpolated_curve"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a1f1a36b149b457570e7fe01bc5b6370f inherit pro_methods_class_quant_lib_1_1_interpolated_curve"><td class="memItemLeft" align="right" valign="top"><a id="a1f1a36b149b457570e7fe01bc5b6370f"></a>
 </td><td class="memItemRight" valign="bottom"><b>InterpolatedCurve</b> (const Interpolator &i=Interpolator())</td></tr>
<tr class="separator:a1f1a36b149b457570e7fe01bc5b6370f inherit pro_methods_class_quant_lib_1_1_interpolated_curve"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ad09da2c682c289e3568976b51ca4b27c inherit pro_methods_class_quant_lib_1_1_interpolated_curve"><td class="memItemLeft" align="right" valign="top"><a id="ad09da2c682c289e3568976b51ca4b27c"></a>
 </td><td class="memItemRight" valign="bottom"><b>InterpolatedCurve</b> (const <a class="el" href="class_quant_lib_1_1_interpolated_curve.html">InterpolatedCurve</a> &c)</td></tr>
<tr class="separator:ad09da2c682c289e3568976b51ca4b27c inherit pro_methods_class_quant_lib_1_1_interpolated_curve"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a05f5195d566a3ab81f70a8e67001934c inherit pro_methods_class_quant_lib_1_1_interpolated_curve"><td class="memItemLeft" align="right" valign="top"><a id="a05f5195d566a3ab81f70a8e67001934c"></a>
<a class="el" href="class_quant_lib_1_1_interpolated_curve.html">InterpolatedCurve</a> & </td><td class="memItemRight" valign="bottom"><b>operator=</b> (const <a class="el" href="class_quant_lib_1_1_interpolated_curve.html">InterpolatedCurve</a> &c)</td></tr>
<tr class="separator:a05f5195d566a3ab81f70a8e67001934c inherit pro_methods_class_quant_lib_1_1_interpolated_curve"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a7964d9db3a9cdeab3d13d99e7feff1fe inherit pro_methods_class_quant_lib_1_1_interpolated_curve"><td class="memItemLeft" align="right" valign="top"><a id="a7964d9db3a9cdeab3d13d99e7feff1fe"></a>
void </td><td class="memItemRight" valign="bottom"><b>setupInterpolation</b> ()</td></tr>
<tr class="separator:a7964d9db3a9cdeab3d13d99e7feff1fe inherit pro_methods_class_quant_lib_1_1_interpolated_curve"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pro_attribs_class_quant_lib_1_1_term_structure"><td colspan="2" onclick="javascript:toggleInherit('pro_attribs_class_quant_lib_1_1_term_structure')"><img src="closed.png" alt="-"/> Protected Attributes inherited from <a class="el" href="class_quant_lib_1_1_term_structure.html">TermStructure</a></td></tr>
<tr class="memitem:a3cfce9cb19de6f0604adee64b6d80a35 inherit pro_attribs_class_quant_lib_1_1_term_structure"><td class="memItemLeft" align="right" valign="top"><a id="a3cfce9cb19de6f0604adee64b6d80a35"></a>
bool </td><td class="memItemRight" valign="bottom"><b>moving_</b></td></tr>
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<tr class="memitem:a56cd8ee45c3477740e0429f98758c935 inherit pro_attribs_class_quant_lib_1_1_term_structure"><td class="memItemLeft" align="right" valign="top"><a id="a56cd8ee45c3477740e0429f98758c935"></a>
bool </td><td class="memItemRight" valign="bottom"><b>updated_</b></td></tr>
<tr class="separator:a56cd8ee45c3477740e0429f98758c935 inherit pro_attribs_class_quant_lib_1_1_term_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a021eab7f1f44c1c71b8dfd29b9c4864b inherit pro_attribs_class_quant_lib_1_1_term_structure"><td class="memItemLeft" align="right" valign="top"><a id="a021eab7f1f44c1c71b8dfd29b9c4864b"></a>
<a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> </td><td class="memItemRight" valign="bottom"><b>calendar_</b></td></tr>
<tr class="separator:a021eab7f1f44c1c71b8dfd29b9c4864b inherit pro_attribs_class_quant_lib_1_1_term_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pro_attribs_class_quant_lib_1_1_interpolated_curve"><td colspan="2" onclick="javascript:toggleInherit('pro_attribs_class_quant_lib_1_1_interpolated_curve')"><img src="closed.png" alt="-"/> Protected Attributes inherited from <a class="el" href="class_quant_lib_1_1_interpolated_curve.html">InterpolatedCurve< Interpolator ></a></td></tr>
<tr class="memitem:a63b1ac1fe6074fcd9789119e547d4812 inherit pro_attribs_class_quant_lib_1_1_interpolated_curve"><td class="memItemLeft" align="right" valign="top"><a id="a63b1ac1fe6074fcd9789119e547d4812"></a>
std::vector< <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > </td><td class="memItemRight" valign="bottom"><b>times_</b></td></tr>
<tr class="separator:a63b1ac1fe6074fcd9789119e547d4812 inherit pro_attribs_class_quant_lib_1_1_interpolated_curve"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:af9c626db41e269447653dcc7cc126d35 inherit pro_attribs_class_quant_lib_1_1_interpolated_curve"><td class="memItemLeft" align="right" valign="top"><a id="af9c626db41e269447653dcc7cc126d35"></a>
std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > </td><td class="memItemRight" valign="bottom"><b>data_</b></td></tr>
<tr class="separator:af9c626db41e269447653dcc7cc126d35 inherit pro_attribs_class_quant_lib_1_1_interpolated_curve"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a6633ee38a9d12ce3e342081d39e98fd0 inherit pro_attribs_class_quant_lib_1_1_interpolated_curve"><td class="memItemLeft" align="right" valign="top"><a id="a6633ee38a9d12ce3e342081d39e98fd0"></a>
<a class="el" href="class_quant_lib_1_1_interpolation.html">Interpolation</a> </td><td class="memItemRight" valign="bottom"><b>interpolation_</b></td></tr>
<tr class="separator:a6633ee38a9d12ce3e342081d39e98fd0 inherit pro_attribs_class_quant_lib_1_1_interpolated_curve"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a4b466578f592f91a3a636714cbcdfa20 inherit pro_attribs_class_quant_lib_1_1_interpolated_curve"><td class="memItemLeft" align="right" valign="top"><a id="a4b466578f592f91a3a636714cbcdfa20"></a>
Interpolator </td><td class="memItemRight" valign="bottom"><b>interpolator_</b></td></tr>
<tr class="separator:a4b466578f592f91a3a636714cbcdfa20 inherit pro_attribs_class_quant_lib_1_1_interpolated_curve"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:adfb02c99d8f389febbe441aa1338e14b inherit pro_attribs_class_quant_lib_1_1_interpolated_curve"><td class="memItemLeft" align="right" valign="top"><a id="adfb02c99d8f389febbe441aa1338e14b"></a>
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>maxDate_</b></td></tr>
<tr class="separator:adfb02c99d8f389febbe441aa1338e14b inherit pro_attribs_class_quant_lib_1_1_interpolated_curve"><td class="memSeparator" colspan="2"> </td></tr>
</table>
<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><h3>template<class Interpolator><br />
class QuantLib::InterpolatedZeroCurve< Interpolator ></h3>
<p><a class="el" href="class_quant_lib_1_1_yield_term_structure.html" title="Interest-rate term structure.">YieldTermStructure</a> based on interpolation of zero rates. </p>
</div><h2 class="groupheader">Constructor & Destructor Documentation</h2>
<a id="afe8dab6458073832705b8d4f74fca74b"></a>
<h2 class="memtitle"><span class="permalink"><a href="#afe8dab6458073832705b8d4f74fca74b">◆ </a></span>InterpolatedZeroCurve()</h2>
<div class="memitem">
<div class="memproto">
<table class="mlabels">
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<td class="mlabels-left">
<table class="memname">
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<td class="memname">QL_DEPRECATED <a class="el" href="class_quant_lib_1_1_interpolated_zero_curve.html">InterpolatedZeroCurve</a> </td>
<td>(</td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> & </td>
<td class="paramname">, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">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> > > & </td>
<td class="paramname"><em>jumps</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">const std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > & </td>
<td class="paramname"><em>jumpDates</em> = <code>std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> >()</code>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">const Interpolator & </td>
<td class="paramname"><em>interpolator</em> = <code>Interpolator()</code> </td>
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<td></td>
<td>)</td>
<td></td><td></td>
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<td class="mlabels-right">
<span class="mlabels"><span class="mlabel">protected</span></span> </td>
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</div><div class="memdoc">
<dl class="deprecated"><dt><b><a class="el" href="deprecated.html#_deprecated000058">Deprecated:</a></b></dt><dd>Passing jumps without a reference date never worked correctly. Use one of the other constructors instead. Deprecated in version 1.19. </dd></dl>
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