24#ifndef quantlib_term_structure_hpp
25#define quantlib_term_structure_hpp
100 bool extrapolate)
const;
103 bool extrapolate)
const;
129 "settlement days not provided for this instance");
Time yearFraction(const Date &, const Date &, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date()) const
Returns the period between two dates as a fraction of year.
template class providing a null value for a given type.
Object that notifies its changes to a set of observers.
Object that gets notified when a given observable changes.
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
virtual Time maxTime() const
the latest time for which the curve can return values
~TermStructure() override=default
virtual Date maxDate() const =0
the latest date for which the curve can return values
Time timeFromReference(const Date &date) const
date/time conversion
void checkRange(const Date &d, bool extrapolate) const
date-range check
virtual DayCounter dayCounter() const
the day counter used for date/time conversion
#define QL_REQUIRE(condition, message)
throw an error if the given pre-condition is not verified
Real Time
continuous quantity with 1-year units
unsigned QL_INTEGER Natural
positive integer
Globally accessible relinkable pointer.
global repository for run-time library settings