![]() QuantLib 0.3.9Getting startedReference manual |
ZeroYieldStructure Class Reference |
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Public Member Functions | |
Constructors | |
See the TermStructure documentation for issues regarding constructors. | |
| ZeroYieldStructure () | |
| ZeroYieldStructure (const Date &referenceDate) | |
| ZeroYieldStructure (Integer settlementDays, const Calendar &) | |
Protected Member Functions | |
YieldTermStructure implementation | |
| DiscountFactor | discountImpl (Time) const |
| virtual Rate | zeroYieldImpl (Time) const =0 |
| zero-yield calculation | |
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Returns the discount factor for the given date calculating it from the zero yield. Implements YieldTermStructure. |
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