[Quantlib-users] Discount Implementation for YieldTermStructure

[Amine I. <ami...@gm...>]

Hi,

I am looking at using the Discount implementation method for the yield term structure:

DiscountFactor YieldTermStructure::discount(Time t,
                                                bool extrapolate) const

How do I calculate DF(t,t+T) where T is a tenor I am interested in, do I use curve.discount(t), or curve.discount(t + curve.referenceDate()) ?

Thanks,
Amine