- QuantLib
- ImpliedTermStructure
Implied term structure at a given date in the future. More...
#include <ql/termstructures/yield/impliedtermstructure.hpp>

Public Member Functions | |
| ImpliedTermStructure (const Handle< YieldTermStructure > &, const Date &referenceDate) | |
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 | |
Implied term structure at a given date in the future.
The given date will be the implied reference date.