ForwardSpreadedTermStructure Class Reference#include <ql/TermStructures/forwardspreadedtermstructure.hpp>
Inheritance diagram for ForwardSpreadedTermStructure:
[legend]List of all members.
Detailed Description
Term structure with added spread on the instantaneous forward 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.
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.
Implements Observer. |
Rate zeroYieldImpl |
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Time |
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bool |
extrapolate = false |
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const [protected, virtual] |
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returns the spreaded zero yield rate
- Warning:
- This method must disappear should the spread become a curve
Reimplemented from ForwardRateStructure. |
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