Re: [Quantlib-users] Discount Implementation for YieldTermStructure

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

Thanks Peter/Luigi, 
it was actually the discount factor seen as of today t, for the relative tenor T, which is DF(t, t + T) with t being the reference date of the curve. 


> On 6 Nov 2020, at 21:14, Peter Caspers <pca...@gm...> wrote:
> 
> 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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