Base abstract class for interest-rate curve objects
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IRCurve is an abstract class; you cannot create instances of it directly. You can create IRDataCurve and IRFunctionCurve objects that are derived from this class.
Type of interest-rate curve: zero, forward, or discount.
Scalar for the Settle date of the curve.
Scalar that sets the compounding frequency per year for the IRCurve object:
Day-count basis of the interest-rate curve. A vector of integers.
Classes that inherit from the IRCurve abstract class must implement the following methods.
Returns forward rates for input dates.
Returns zero rates for input dates.
Returns discount factors for input dates.
Returns par yields for input dates.
Converts to be a RateSpec object. This is identical to the RateSpec structure produced by the Financial Instruments Toolbox™ function intenvset.