26#ifndef quantlib_zero_yield_structure_hpp
27#define quantlib_zero_yield_structure_hpp
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 Calendar calendar() const
the calendar used for reference and/or option date calculation
Interest-rate term structure.
const std::vector< Date > & jumpDates() const
Zero-yield term structure.
virtual Rate zeroYieldImpl(Time) const =0
zero-yield calculation
DiscountFactor discountImpl(Time) const override
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.