QuantLib: InterpolatedForwardCurve Class Template Reference

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

# InterpolatedForwardCurve Class Template Reference
[Term structures]

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

Inheritance diagram for InterpolatedForwardCurve:

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List of all members.

## Detailed Description

### template<class Interpolator>
class QuantLib::InterpolatedForwardCurve< Interpolator >

Term structure based on interpolation of forward rates.

## Inspectors
std::vector< Date > | dates_
std::vector< Time > | times_
std::vector< Rate > | data_
Interpolation | interpolation_
Interpolator | interpolator_
Date | maxDate () const
| the latest date for which the curve can return values
const std::vector< Time > & | times () const
const std::vector< Date > & | dates () const
const std::vector< Rate > & | forwards () const
std::vector< std::pair< Date, Rate > > | nodes () const
| InterpolatedForwardCurve (const DayCounter &, const Interpolator &interpolator=Interpolator())
| InterpolatedForwardCurve (const Date &referenceDate, const DayCounter &, const Interpolator &interpolator=Interpolator())
| InterpolatedForwardCurve (Natural settlementDays, const Calendar &, const DayCounter &, const Interpolator &interpolator=Interpolator())
Rate | forwardImpl (Time t) const
| instantaneous forward-rate calculation
Rate | zeroYieldImpl (Time t) const
## Public Member Functions
| InterpolatedForwardCurve (const std::vector< Date > &dates, const std::vector< Rate > &forwards, const DayCounter &dayCounter, const Interpolator &interpolator=Interpolator())

## Member Function Documentation

Rate zeroYieldImpl | ( | Time | t | ) | const`[protected, virtual]`

Returns the zero yield rate for the given date calculating it from the instantaneous forward rate.

Warning:
  This is just a default, highly inefficient and possibly wildly inaccurate implementation. Derived classes should implement their own zeroYield method.

Reimplemented from ForwardRateStructure.