ZeroSpreadedTermStructure Class Reference
[Term structures]
#include <ql/TermStructures/zerospreadedtermstructure.hpp>
Inheritance diagram for ZeroSpreadedTermStructure:
[legend]List of all members.
Detailed Description
Term structure with an added spread on the zero yield rate.
- Note:
- This term structure will remain linked to the original structure, i.e., any changes in the latter will be reflected in this structure as well.
- Tests:
- the correctness of the returned values is tested by checking them against numerical calculations.
- observability against changes in the underlying term structure and in the added spread is checked.
Member Function Documentation
Rate forwardImpl |
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Time |
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const [protected] |
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returns the spreaded forward rate
- Warning:
- This method must disappear should the spread become a curve
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