FlatForward Class Reference
[Term structures]

#include <ql/TermStructures/flatforward.hpp>

Inheritance diagram for FlatForward:

Inheritance graph
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List of all members.

Detailed Description

Flat interest-rate curve.
Examples:

BermudanSwaption.cpp, ConvertibleBonds.cpp, DiscreteHedging.cpp, and EquityOption.cpp.


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
Compounding compounding () const
Frequency compoundingFrequency () const
Date maxDate () const
 the latest date for which the curve can return rates
void update ()


Member Function Documentation

void update  )  [virtual]
 

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.