34 const std::vector<Date>& jumpDates)
42 const std::vector<Date>& jumpDates)
52 for (
Time i=dt; i<
t; i+=dt)
55 return Rate(sum*dt/
t);
virtual Rate zeroYieldImpl(Time) const
ForwardRateStructure(const DayCounter &dayCounter=DayCounter())
virtual Rate forwardImpl(Time) const =0
instantaneous forward-rate calculation
Shared handle to an observable.
Interest-rate term structure.
Forward-based yield term structure.
Real Time
continuous quantity with 1-year units
unsigned QL_INTEGER Natural
positive integer
std::size_t Size
size of a container