Reference manual - version qle_version
Price term structure. More...
#include <qle/termstructures/pricetermstructure.hpp>
Inheritance diagram for PriceTermStructure:Public Member Functions | |
Constructors | |
| PriceTermStructure (const QuantLib::DayCounter &dc=QuantLib::DayCounter()) | |
| PriceTermStructure (const QuantLib::Date &referenceDate, const QuantLib::Calendar &cal=QuantLib::Calendar(), const QuantLib::DayCounter &dc=QuantLib::DayCounter()) | |
| PriceTermStructure (QuantLib::Natural settlementDays, const QuantLib::Calendar &cal, const QuantLib::DayCounter &dc=QuantLib::DayCounter()) | |
Prices | |
| QuantLib::Real | price (QuantLib::Time t, bool extrapolate=false) const |
| QuantLib::Real | price (const QuantLib::Date &d, bool extrapolate=false) const |
Observer interface | |
| void | update () override |
| virtual QuantLib::Time | minTime () const |
| The minimum time for which the curve can return values. | |
| virtual const QuantLib::Currency & | currency () const =0 |
| The currency in which prices are expressed. | |
| virtual std::vector< QuantLib::Date > | pillarDates () const =0 |
| The pillar dates for the PriceTermStructure. | |
Protected Member Functions | |
Calculations | |
This method must be implemented in derived classes to perform the actual calculations. | |
| virtual QuantLib::Real | priceImpl (QuantLib::Time) const =0 |
| Price calculation. | |
| void | checkRange (QuantLib::Time t, bool extrapolate) const |
| Extra time range check for minimum time, then calls TermStructure::checkRange. | |
Price term structure.
This abstract class defines the interface of concrete price term structures which will be derived from this one.
