#include <ql/TermStructures/flatforward.hpp>
Inheritance diagram for FlatForward:
[legend]List of all members.
Detailed Description
Flat interest-rate curve. - Examples:
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AmericanOption.cpp, BermudanSwaption.cpp, DiscreteHedging.cpp, and EuropeanOption.cpp.
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Public Member Functions |
| FlatForward (const Date &referenceDate, const Handle< Quote > &forward, const DayCounter &dayCounter, Compounding compounding=Continuous, Frequency frequency=Annual) |
| FlatForward (const Date &referenceDate, Rate forward, const DayCounter &dayCounter, Compounding compounding=Continuous, Frequency frequency=Annual) |
| FlatForward (Integer settlementDays, const Calendar &calendar, const Handle< Quote > &forward, const DayCounter &dayCounter, Compounding compounding=Continuous, Frequency frequency=Annual) |
| FlatForward (Integer settlementDays, const Calendar &calendar, Rate forward, const DayCounter &dayCounter, Compounding compounding=Continuous, Frequency frequency=Annual) |
DayCounter | dayCounter () const |
| the day counter used for date/time conversion
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Compounding | compounding () const |
Frequency | compoundingFrequency () const |
Date | maxDate () const |
| the latest date for which the curve can return rates
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void | update () |
Member Function Documentation
void update |
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[virtual] |
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This method must be implemented in derived classes. An instance of Observer does not call this method directly: instead, it will be called by the observables the instance registered with when they need to notify any changes.
Reimplemented from TermStructure. |
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