date-range check
time-range check
the day counter used for date/time conversion
Discount factors
These methods return the discount factor from a given date or time to the reference date. In the latter case, the time is calculated as a fraction of year from the reference date.
The same day-counting rule used by the term structure should be used for calculating the passed time t.
The resulting interest rate has the required day-counting rule.
The resulting interest rate has the required day-counting rule. warning dates are not adjusted for holidays
The resulting interest rate has the same day-counting rule used by the term structure. The same rule should be used for calculating the passed times t1 and t2.
Jump inspectors
the latest time for which the curve can return values
the date at which discount = 1.0 and/or variance = 0.0
the settlementDays used for reference date calculation
date/time conversion
The resulting interest rate has the required daycounting rule.
The resulting interest rate has the same day-counting rule used by the term structure. The same rule should be used for calculating the passed time t.
the calendar used for reference and/or option date calculation