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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_piecewise_yield_curve.html">PiecewiseYieldCurve</a></li> </ul>
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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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<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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<img id="dynsection-0-trigger" src="closed.png" alt="+"/> Inheritance diagram for PiecewiseYieldCurve< Traits, Interpolator, Bootstrap >:</div>
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Public Types</h2></td></tr>
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typedef Traits </td><td class="memItemRight" valign="bottom"><b>traits_type</b></td></tr>
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typedef Interpolator </td><td class="memItemRight" valign="bottom"><b>interpolator_type</b></td></tr>
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typedef Bootstrap< <a class="el" href="class_quant_lib_1_1_piecewise_yield_curve.html">this_curve</a> > </td><td class="memItemRight" valign="bottom"><b>bootstrap_type</b></td></tr>
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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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typedef set_type::iterator </td><td class="memItemRight" valign="bottom"><b>iterator</b></td></tr>
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Public Member Functions</h2></td></tr>
<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
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 </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< ext::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> >(), const Interpolator &i=Interpolator(), const <a class="el" href="class_quant_lib_1_1_iterative_bootstrap.html">bootstrap_type</a> &bootstrap=<a class="el" href="class_quant_lib_1_1_iterative_bootstrap.html">bootstrap_type</a>())</td></tr>
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 </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< ext::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 <a class="el" href="class_quant_lib_1_1_iterative_bootstrap.html">bootstrap_type</a> &bootstrap=<a class="el" href="class_quant_lib_1_1_iterative_bootstrap.html">bootstrap_type</a>())</td></tr>
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 </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< ext::shared_ptr< typename Traits::helper > > &instruments, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dayCounter, const <a class="el" href="class_quant_lib_1_1_iterative_bootstrap.html">bootstrap_type</a> &bootstrap)</td></tr>
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<tr class="memitem:af35d2e1136e9e3285bce0b06a5eb8eb1"><td class="memItemLeft" align="right" valign="top">QL_DEPRECATED </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_piecewise_yield_curve.html#af35d2e1136e9e3285bce0b06a5eb8eb1">PiecewiseYieldCurve</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &referenceDate, const std::vector< ext::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, const std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > &jumpDates, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> accuracy, const Interpolator &i=Interpolator(), const <a class="el" href="class_quant_lib_1_1_iterative_bootstrap.html">bootstrap_type</a> &bootstrap=<a class="el" href="class_quant_lib_1_1_iterative_bootstrap.html">bootstrap_type</a>())</td></tr>
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<tr class="memitem:ac9168809aa005669018697523b651b1a"><td class="memItemLeft" align="right" valign="top">QL_DEPRECATED </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_piecewise_yield_curve.html#ac9168809aa005669018697523b651b1a">PiecewiseYieldCurve</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &referenceDate, const std::vector< ext::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 <a class="el" href="class_quant_lib_1_1_iterative_bootstrap.html">bootstrap_type</a> &bootstrap=<a class="el" href="class_quant_lib_1_1_iterative_bootstrap.html">bootstrap_type</a>())</td></tr>
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 </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< ext::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> >(), const Interpolator &i=Interpolator(), const <a class="el" href="class_quant_lib_1_1_iterative_bootstrap.html">bootstrap_type</a> &bootstrap=<a class="el" href="class_quant_lib_1_1_iterative_bootstrap.html">bootstrap_type</a>())</td></tr>
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 </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< ext::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 <a class="el" href="class_quant_lib_1_1_iterative_bootstrap.html">bootstrap_type</a> &bootstrap=<a class="el" href="class_quant_lib_1_1_iterative_bootstrap.html">bootstrap_type</a>())</td></tr>
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 </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< ext::shared_ptr< typename Traits::helper > > &instruments, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dayCounter, const <a class="el" href="class_quant_lib_1_1_iterative_bootstrap.html">bootstrap_type</a> &bootstrap)</td></tr>
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<tr class="memitem:af407f7a4f58d0dd41b8c0d0aa79ee18d"><td class="memItemLeft" align="right" valign="top">QL_DEPRECATED </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_piecewise_yield_curve.html#af407f7a4f58d0dd41b8c0d0aa79ee18d">PiecewiseYieldCurve</a> (<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< ext::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, const std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > &jumpDates, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> accuracy, const Interpolator &i=Interpolator(), const <a class="el" href="class_quant_lib_1_1_iterative_bootstrap.html">bootstrap_type</a> &bootstrap=<a class="el" href="class_quant_lib_1_1_iterative_bootstrap.html">bootstrap_type</a>())</td></tr>
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<tr class="memitem:a14f770713b331073044b32898a3a8b45"><td class="memItemLeft" align="right" valign="top">QL_DEPRECATED </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_piecewise_yield_curve.html#a14f770713b331073044b32898a3a8b45">PiecewiseYieldCurve</a> (<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< ext::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 <a class="el" href="class_quant_lib_1_1_iterative_bootstrap.html">bootstrap_type</a> &bootstrap=<a class="el" href="class_quant_lib_1_1_iterative_bootstrap.html">bootstrap_type</a>())</td></tr>
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<tr><td colspan="2"><div class="groupHeader">TermStructure interface</div></td></tr>
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<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>
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<tr><td colspan="2"><div class="groupHeader">base_curve interface</div></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>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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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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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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<tr><td colspan="2"><div class="groupHeader">Observer interface</div></td></tr>
<tr class="memitem:ac5c54df7ed3b930268c8d7752c101725"><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>
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<tr class="inherit_header pub_methods_class_quant_lib_1_1_lazy_object"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_lazy_object')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_lazy_object.html">LazyObject</a></td></tr>
<tr class="memitem:a467a786be42a2165aa15a26709674547 inherit pub_methods_class_quant_lib_1_1_lazy_object"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lazy_object.html#a467a786be42a2165aa15a26709674547">recalculate</a> ()</td></tr>
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<tr class="memitem:abd8698b462ce90fe56b15ce7a0192d3e inherit pub_methods_class_quant_lib_1_1_lazy_object"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lazy_object.html#abd8698b462ce90fe56b15ce7a0192d3e">freeze</a> ()</td></tr>
<tr class="separator:abd8698b462ce90fe56b15ce7a0192d3e inherit pub_methods_class_quant_lib_1_1_lazy_object"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a26c02da24a82bc72024a8e8d48af0fca inherit pub_methods_class_quant_lib_1_1_lazy_object"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lazy_object.html#a26c02da24a82bc72024a8e8d48af0fca">unfreeze</a> ()</td></tr>
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<tr class="memitem:a2ee394ca135f85485023ce3dc037149c inherit pub_methods_class_quant_lib_1_1_lazy_object"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lazy_object.html#a2ee394ca135f85485023ce3dc037149c">alwaysForwardNotifications</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_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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</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="member-group"></a>
LazyObject interface</h2></td></tr>
<tr class="memitem:ae95bfa1946e80636ab75bf1f36826add"><td class="memItemLeft" align="right" valign="top"><a id="ae95bfa1946e80636ab75bf1f36826add"></a>
class </td><td class="memItemRight" valign="bottom"><b>MultiCurveSensitivities</b></td></tr>
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<tr class="memitem:ae111cb608a73ca819237b5c9f93f1088"><td class="memItemLeft" align="right" valign="top"><a id="ae111cb608a73ca819237b5c9f93f1088"></a>
class </td><td class="memItemRight" valign="bottom"><b>Bootstrap< this_curve ></b></td></tr>
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<tr class="memitem:a57e9e8eaf5be1d62515629611b40421e"><td class="memItemLeft" align="right" valign="top"><a id="a57e9e8eaf5be1d62515629611b40421e"></a>
class </td><td class="memItemRight" valign="bottom"><b>BootstrapError< this_curve ></b></td></tr>
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class </td><td class="memItemRight" valign="bottom"><b>PenaltyFunction< this_curve ></b></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 pro_methods_class_quant_lib_1_1_lazy_object"><td colspan="2" onclick="javascript:toggleInherit('pro_methods_class_quant_lib_1_1_lazy_object')"><img src="closed.png" alt="-"/> Protected Member Functions inherited from <a class="el" href="class_quant_lib_1_1_lazy_object.html">LazyObject</a></td></tr>
<tr class="memitem:a082ff96da379d5e17436372ccb3c0972 inherit pro_methods_class_quant_lib_1_1_lazy_object"><td class="memItemLeft" align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lazy_object.html#a082ff96da379d5e17436372ccb3c0972">calculate</a> () const</td></tr>
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<tr class="memitem:abcf8c3b096b3eea8688019abe7180471 inherit pro_attribs_class_quant_lib_1_1_lazy_object"><td class="memItemLeft" align="right" valign="top"><a id="abcf8c3b096b3eea8688019abe7180471"></a>
bool </td><td class="memItemRight" valign="bottom"><b>calculated_</b></td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>frozen_</b></td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>alwaysForward_</b></td></tr>
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<a name="details" id="details"></a><h2 class="groupheader">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 pointers 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#_caveats000181">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#_test000151">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 class="section examples"><dt>Examples</dt><dd><a class="el" href="_bonds_8cpp-example.html#_a27">Bonds.cpp</a>, <a class="el" href="_c_d_s_8cpp-example.html#_a35">CDS.cpp</a>, <a class="el" href="_c_v_a_i_r_s_8cpp-example.html#_a11">CVAIRS.cpp</a>, <a class="el" href="_fitted_bond_curve_8cpp-example.html#_a22">FittedBondCurve.cpp</a>, <a class="el" href="_f_r_a_8cpp-example.html#_a13">FRA.cpp</a>, and <a class="el" href="_multicurve_bootstrapping_8cpp-example.html#_a18">MulticurveBootstrapping.cpp</a>.</dd>
</dl>
</div><h2 class="groupheader">Constructor & Destructor Documentation</h2>
<a id="af35d2e1136e9e3285bce0b06a5eb8eb1"></a>
<h2 class="memtitle"><span class="permalink"><a href="#af35d2e1136e9e3285bce0b06a5eb8eb1">◆ </a></span>PiecewiseYieldCurve() <span class="overload">[1/4]</span></h2>
<div class="memitem">
<div class="memproto">
<table class="memname">
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<td class="memname">QL_DEPRECATED <a class="el" href="class_quant_lib_1_1_piecewise_yield_curve.html">PiecewiseYieldCurve</a> </td>
<td>(</td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td>
<td class="paramname"><em>referenceDate</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const std::vector< ext::shared_ptr< typename Traits::helper > > & </td>
<td class="paramname"><em>instruments</em>, </td>
</tr>
<tr>
<td class="paramkey"></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"><em>dayCounter</em>, </td>
</tr>
<tr>
<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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<tr>
<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>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>accuracy</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const Interpolator & </td>
<td class="paramname"><em>i</em> = <code>Interpolator()</code>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_iterative_bootstrap.html">bootstrap_type</a> & </td>
<td class="paramname"><em>bootstrap</em> = <code><a class="el" href="class_quant_lib_1_1_iterative_bootstrap.html">bootstrap_type</a>()</code> </td>
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<tr>
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<td>)</td>
<td></td><td></td>
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</div><div class="memdoc">
<dl class="deprecated"><dt><b><a class="el" href="deprecated.html#_deprecated000054">Deprecated:</a></b></dt><dd>Pass the accuracy inside the bootstrap object (or don't pass it at all). Deprecated in version 1.18. </dd></dl>
</div>
</div>
<a id="ac9168809aa005669018697523b651b1a"></a>
<h2 class="memtitle"><span class="permalink"><a href="#ac9168809aa005669018697523b651b1a">◆ </a></span>PiecewiseYieldCurve() <span class="overload">[2/4]</span></h2>
<div class="memitem">
<div class="memproto">
<table class="memname">
<tr>
<td class="memname">QL_DEPRECATED <a class="el" href="class_quant_lib_1_1_piecewise_yield_curve.html">PiecewiseYieldCurve</a> </td>
<td>(</td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td>
<td class="paramname"><em>referenceDate</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const std::vector< ext::shared_ptr< typename Traits::helper > > & </td>
<td class="paramname"><em>instruments</em>, </td>
</tr>
<tr>
<td class="paramkey"></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"><em>dayCounter</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>accuracy</em>, </td>
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<td class="paramtype">const Interpolator & </td>
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<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_iterative_bootstrap.html">bootstrap_type</a> & </td>
<td class="paramname"><em>bootstrap</em> = <code><a class="el" href="class_quant_lib_1_1_iterative_bootstrap.html">bootstrap_type</a>()</code> </td>
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<td>)</td>
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<dl class="deprecated"><dt><b><a class="el" href="deprecated.html#_deprecated000055">Deprecated:</a></b></dt><dd>Pass the accuracy inside the bootstrap object (or don't pass it at all). Deprecated in version 1.18. </dd></dl>
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<a id="af407f7a4f58d0dd41b8c0d0aa79ee18d"></a>
<h2 class="memtitle"><span class="permalink"><a href="#af407f7a4f58d0dd41b8c0d0aa79ee18d">◆ </a></span>PiecewiseYieldCurve() <span class="overload">[3/4]</span></h2>
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<td class="memname">QL_DEPRECATED <a class="el" href="class_quant_lib_1_1_piecewise_yield_curve.html">PiecewiseYieldCurve</a> </td>
<td>(</td>
<td class="paramtype"><a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> </td>
<td class="paramname"><em>settlementDays</em>, </td>
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<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> & </td>
<td class="paramname"><em>calendar</em>, </td>
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<td class="paramtype">const std::vector< ext::shared_ptr< typename Traits::helper > > & </td>
<td class="paramname"><em>instruments</em>, </td>
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<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> & </td>
<td class="paramname"><em>dayCounter</em>, </td>
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<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>
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<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>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>accuracy</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">const Interpolator & </td>
<td class="paramname"><em>i</em> = <code>Interpolator()</code>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_iterative_bootstrap.html">bootstrap_type</a> & </td>
<td class="paramname"><em>bootstrap</em> = <code><a class="el" href="class_quant_lib_1_1_iterative_bootstrap.html">bootstrap_type</a>()</code> </td>
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<td></td>
<td>)</td>
<td></td><td></td>
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<dl class="deprecated"><dt><b><a class="el" href="deprecated.html#_deprecated000056">Deprecated:</a></b></dt><dd>Pass the accuracy inside the bootstrap object (or don't pass it at all). Deprecated in version 1.18. </dd></dl>
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<a id="a14f770713b331073044b32898a3a8b45"></a>
<h2 class="memtitle"><span class="permalink"><a href="#a14f770713b331073044b32898a3a8b45">◆ </a></span>PiecewiseYieldCurve() <span class="overload">[4/4]</span></h2>
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<td class="memname">QL_DEPRECATED <a class="el" href="class_quant_lib_1_1_piecewise_yield_curve.html">PiecewiseYieldCurve</a> </td>
<td>(</td>
<td class="paramtype"><a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> </td>
<td class="paramname"><em>settlementDays</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> & </td>
<td class="paramname"><em>calendar</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">const std::vector< ext::shared_ptr< typename Traits::helper > > & </td>
<td class="paramname"><em>instruments</em>, </td>
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<td class="paramkey"></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"><em>dayCounter</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>accuracy</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">const Interpolator & </td>
<td class="paramname"><em>i</em> = <code>Interpolator()</code>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_iterative_bootstrap.html">bootstrap_type</a> & </td>
<td class="paramname"><em>bootstrap</em> = <code><a class="el" href="class_quant_lib_1_1_iterative_bootstrap.html">bootstrap_type</a>()</code> </td>
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<td></td>
<td>)</td>
<td></td><td></td>
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</div><div class="memdoc">
<dl class="deprecated"><dt><b><a class="el" href="deprecated.html#_deprecated000057">Deprecated:</a></b></dt><dd>Pass the accuracy inside the bootstrap object (or don't pass it at all). Deprecated in version 1.18. </dd></dl>
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<h2 class="groupheader">Member Function Documentation</h2>
<a id="ac5c54df7ed3b930268c8d7752c101725"></a>
<h2 class="memtitle"><span class="permalink"><a href="#ac5c54df7ed3b930268c8d7752c101725">◆ </a></span>update()</h2>
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<td class="memname">void update </td>
<td>(</td>
<td class="paramname"></td><td>)</td>
<td></td>
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<td class="mlabels-right">
<span class="mlabels"><span class="mlabel">virtual</span></span> </td>
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<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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