26#ifndef quantlib_forward_structure_hpp
27#define quantlib_forward_structure_hpp
Forward-rate term structure
virtual Rate zeroYieldImpl(Time) const
DiscountFactor discountImpl(Time) const override
virtual Rate forwardImpl(Time) const =0
instantaneous forward-rate calculation
Shared handle to an observable.
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 DayCounter dayCounter() const
the day counter used for date/time conversion
Interest-rate term structure.
const std::vector< Date > & jumpDates() const
Real Time
continuous quantity with 1-year units
Real DiscountFactor
discount factor between dates
unsigned QL_INTEGER Natural
positive integer
ext::shared_ptr< YieldTermStructure > r
Interest-rate term structure.