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CMSwapCurveState(3)                QuantLib                CMSwapCurveState(3)



NAME
       CMSwapCurveState - Curve state for constant-maturity-swap market models


SYNOPSIS
       #include <ql/models/marketmodels/curvestates/cmswapcurvestate.hpp>

       Inherits CurveState.

   Public Member Functions
       CMSwapCurveState (const std::vector< Time > &rateTimes, Size
           spanningForwards)

       Modifiers

           void setOnCMSwapRates (const std::vector< Rate > &cmSwapRates, Size
               firstValidIndex=0)

       Inspectors

           Real discountRatio (Size i, Size j) const
           Rate forwardRate (Size i) const
           Rate coterminalSwapRate (Size i) const
           Rate coterminalSwapAnnuity (Size numeraire, Size i) const
           Rate cmSwapRate (Size i, Size spanningForwards) const
           Rate cmSwapAnnuity (Size numeraire, Size i, Size spanningForwards)
               const
           const std::vector< Rate > & forwardRates () const
           const std::vector< Rate > & coterminalSwapRates () const
           const std::vector< Rate > & cmSwapRates (Size spanningForwards)
               const
           std::auto_ptr< CurveState > clone () const

   Additional Inherited Members
Detailed Description
       Curve state for constant-maturity-swap market models


Author
       Generated automatically by Doxygen for QuantLib from the source code.




Version 1.10.1                  Wed Feb 7 2018             CMSwapCurveState(3)