25#ifndef quantlib_implied_term_structure_hpp
26#define quantlib_implied_term_structure_hpp
69 const Date& referenceDate)
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.
Shared handle to an observable.
Implied term structure at a given date in the future.
Calendar calendar() const override
the calendar used for reference and/or option date calculation
ImpliedTermStructure(Handle< YieldTermStructure >, const Date &referenceDate)
Handle< YieldTermStructure > originalCurve_
Natural settlementDays() const override
the settlementDays used for reference date calculation
DayCounter dayCounter() const override
the day counter used for date/time conversion
DiscountFactor discountImpl(Time) const override
discount factor calculation
Date maxDate() const override
the latest date for which the curve can return values
std::pair< iterator, bool > registerWith(const ext::shared_ptr< Observable > &)
virtual const Date & referenceDate() const
the date at which discount = 1.0 and/or variance = 0.0
Interest-rate term structure.
Real Time
continuous quantity with 1-year units
Real DiscountFactor
discount factor between dates
unsigned QL_INTEGER Natural
positive integer
Interest-rate term structure.