date-range check
time-range check
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.
Returns the discount factor for the given date calculating it from the zero yield.
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
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.
Yield curve with an added vector of spreads on the zero-yield rate The zero-yield spread at any given date is interpolated between the input data.
note This term structure will remain linked to the original structure, i.e., any changes in the latter will be reflected in this structure as well.