Re: [Quantlib-users] Discount Implementation for YieldTermStructure

[Peter C. <pca...@gm...>]

Hi Amine, if you mean the forward discount factor between t and t+T as
seen from today by DF(t,t+T), you'd use curve.discount(t+T) /
curve.discount(t).
Thanks, Peter

On Fri, 6 Nov 2020 at 21:58, Amine Ifri <ami...@gm...> wrote:
>
> 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
>
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