CMSwapCurveState Class Reference

### A free/open-source library for quantitative finance

Public Member Functions
CMSwapCurveState Class Reference

Curve state for constant-maturity-swap market models More...

`#include <ql/models/marketmodels/curvestates/cmswapcurvestate.hpp>`

Inheritance diagram for CMSwapCurveState:
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List of all members.

## Public Member Functions
| CMSwapCurveState (const std::vector< Time > &rateTimes, Size spanningForwards)
Modifiers
void | setOnCMSwapRates (const std::vector< Rate > &cmSwapRates, Size firstValidIndex=0)
Inspectors
Real | discountRatio (Size i, Size j) const
Rate | forwardRate (Size i) const
Rate | coterminalSwapRate (Size i) const
Rate | coterminalSwapAnnuity (Size numeraire, Size i) const
Rate | cmSwapRate (Size i, Size spanningForwards) const
Rate | cmSwapAnnuity (Size numeraire, Size i, Size spanningForwards) const
const std::vector< Rate > & | forwardRates () const
const std::vector< Rate > & | coterminalSwapRates () const
const std::vector< Rate > & | cmSwapRates (Size spanningForwards) const
std::auto_ptr< CurveState > | clone () const

## Detailed Description

Curve state for constant-maturity-swap market models