QuantLib: DriftTermStructure Class Reference

### A free/open-source library for quantitative finance

# DriftTermStructure Class Reference

`#include <ql/termstructures/yield/drifttermstructure.hpp>`

Inheritance diagram for DriftTermStructure:

[legend]

List of all members.

## Detailed Description

Drift term structure.

Drift term structure for modelling the common drift term: riskFreeRate - dividendYield - 0.5*vol*vol

Note:
  This term structure will remain linked to the original structures, i.e., any changes in the latters will be reflected in this structure as well.

## Public Member Functions
| DriftTermStructure (const Handle< YieldTermStructure > &riskFreeTS, const Handle< YieldTermStructure > &dividendTS, const Handle< BlackVolTermStructure > &blackVolTS)
YieldTermStructure interface
DayCounter | dayCounter () const
| the day counter used for date/time conversion
Calendar | calendar () const
| the calendar used for reference and/or option date calculation
const Date & | referenceDate () const
| the date at which discount = 1.0 and/or variance = 0.0
Date | maxDate () const
| the latest date for which the curve can return values
## Protected Member Functions
Rate | zeroYieldImpl (Time) const
| returns the discount factor as seen from the evaluation date