FlatForward Class Reference
[Term structures]

#include <ql/TermStructures/flatforward.hpp>

Inheritance diagram for FlatForward:

Inheritance graph
[legend]
List of all members.

Detailed Description

Flat interest-rate curve.


Public Member Functions

 FlatForward (const Date &todaysDate, const Date &referenceDate, Rate forward, const DayCounter &dayCounter)
 FlatForward (const Date &todaysDate, const Date &referenceDate, const Handle< Quote > &forward, const DayCounter &dayCounter)
 FlatForward (const Date &referenceDate, const Handle< Quote > &forward, const DayCounter &dayCounter)
 FlatForward (const Date &referenceDate, Rate forward, const DayCounter &dayCounter)
 FlatForward (Integer settlementDays, const Calendar &calendar, const Handle< Quote > &forward, const DayCounter &dayCounter)
 FlatForward (Integer settlementDays, const Calendar &calendar, Rate forward, const DayCounter &dayCounter)
DayCounter dayCounter () const
 the day counter used for date/time conversion
Date maxDate () const
 the latest date for which the curve can return rates

Protected Member Functions

Rate zeroYieldImpl (Time) const
 zero-yield calculation
DiscountFactor discountImpl (Time) const
 discount calculation
Rate forwardImpl (Time) const
 instantaneous forward-rate calculation
Rate compoundForwardImpl (Time t, Integer compFreq) const
 compound forward-rate calculation


Constructor & Destructor Documentation

FlatForward const Date todaysDate,
const Date referenceDate,
Rate  forward,
const DayCounter dayCounter
 

Deprecated:
use one of the non-deprecated constructors.

FlatForward const Date todaysDate,
const Date referenceDate,
const Handle< Quote > &  forward,
const DayCounter dayCounter
 

Deprecated:
use one of the non-deprecated constructors.


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