ImpliedTermStructure Class Reference
[Term structures]
Implied term structure at a given date in the future.
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#include <ql/termstructures/yield/impliedtermstructure.hpp>
Inheritance diagram for ImpliedTermStructure:

YieldTermStructure interface | |
| DayCounter | dayCounter () const |
| the day counter used for date/time conversion | |
| Calendar | calendar () const |
| the calendar used for reference and/or option date calculation | |
| Natural | settlementDays () const |
| the settlementDays used for reference date calculation | |
| Date | maxDate () const |
| the latest date for which the curve can return values | |
| DiscountFactor | discountImpl (Time) const |
| discount factor calculation | |
Public Member Functions | |
| ImpliedTermStructure (const Handle< YieldTermStructure > &, const Date &referenceDate) | |
Detailed Description
Implied term structure at a given date in the future.The given date will be the implied reference date.
- Note:
- This term structure will remain linked to the original structure, i.e., any changes in the latter will be reflected in this structure as well.
- Tests:
- the correctness of the returned values is tested by checking them against numerical calculations.
- observability against changes in the underlying term structure is checked.