- QuantLib
- CMSwapCurveState
 
Curve state for constant-maturity-swap market models More...
#include <ql/models/marketmodels/curvestates/cmswapcurvestate.hpp>

| 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 | 
Curve state for constant-maturity-swap market models