InterpolatedZeroCurve< Interpolator > Class Template Reference

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

Public Member Functions | Protected Member Functions | Protected Attributes
InterpolatedZeroCurve< Interpolator > Class Template Reference
Term structures

YieldTermStructure based on interpolation of zero rates. More...

`#include <ql/termstructures/yield/zerocurve.hpp>`

Inheritance diagram for InterpolatedZeroCurve< Interpolator >:
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List of all members.

## Public Member Functions
| InterpolatedZeroCurve (const std::vector< Date > &dates, const std::vector< Rate > &yields, const DayCounter &dayCounter, const Calendar &calendar=Calendar(), const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >(), const Interpolator &interpolator=Interpolator())
| InterpolatedZeroCurve (const std::vector< Date > &dates, const std::vector< Rate > &yields, const DayCounter &dayCounter, const Calendar &calendar, const Interpolator &interpolator)
| InterpolatedZeroCurve (const std::vector< Date > &dates, const std::vector< Rate > &yields, const DayCounter &dayCounter, const Interpolator &interpolator)
TermStructure interface
Date | maxDate () const
| the latest date for which the curve can return values
other inspectors
const std::vector< Time > & | times () const
const std::vector< Date > & | dates () const
const std::vector< Real > & | data () const
const std::vector< Rate > & | zeroRates () const
std::vector< std::pair< Date, Real > > | nodes () const
## Protected Member Functions
| InterpolatedZeroCurve (const DayCounter &, const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >(), const Interpolator &interpolator=Interpolator())
| InterpolatedZeroCurve (const Date &referenceDate, const DayCounter &, const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >(), const Interpolator &interpolator=Interpolator())
| InterpolatedZeroCurve (Natural settlementDays, const Calendar &, const DayCounter &, const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >(), const Interpolator &interpolator=Interpolator())
ZeroYieldStructure implementation
Rate | zeroYieldImpl (Time t) const
| zero-yield calculation
## Protected Attributes
std::vector< Date > | dates_

## Detailed Description

### template<class Interpolator>
class QuantLib::InterpolatedZeroCurve< Interpolator >

YieldTermStructure based on interpolation of zero rates.