20#ifndef quantlib_correl_term_structure_hpp
21#define quantlib_correl_term_structure_hpp
Date advance(const Date &, Integer n, TimeUnit unit, BusinessDayConvention convention=Following, bool endOfMonth=false) const
CorrelationTermStructure(const Date &referenceDate, const Calendar &cal, BusinessDayConvention bdc, const DayCounter &dc=DayCounter())
initialize with a fixed reference date
Date dateFromTenor(const Period &) const
period/date conversion
BusinessDayConvention bdc_
virtual Size correlationSize() const =0
The size of the squared correlation.
BusinessDayConvention businessDayConvention() const
Basic term-structure functionality.
virtual Natural settlementDays() const
the settlementDays used for reference date calculation
virtual const Date & referenceDate() const
the date at which discount = 1.0 and/or variance = 0.0
virtual Calendar calendar() const
the calendar used for reference and/or option date calculation
BusinessDayConvention
Business Day conventions.
unsigned QL_INTEGER Natural
positive integer
std::size_t Size
size of a container
base class for term structures