![]() QuantLib 0.3.8Getting startedReference manual |
ForwardSpreadedTermStructure Class Reference |
Public Member Functions | |
ForwardSpreadedTermStructure (const Handle< YieldTermStructure > &, const Handle< Quote > &spread) | |
YieldTermStructure interface | |
DayCounter | dayCounter () const |
the day counter used for date/time conversion | |
Calendar | calendar () const |
the calendar used for reference date calculation | |
const Date & | todaysDate () const |
today's date | |
const Date & | referenceDate () const |
the reference date, i.e., the date at which discount = 1 | |
Date | maxDate () const |
the latest date for which the curve can return rates | |
Time | maxTime () const |
the latest time for which the curve can return rates | |
Protected Member Functions | |
Rate | forwardImpl (Time) const |
returns the spreaded forward rate | |
Rate | zeroYieldImpl (Time) const |
returns the spreaded zero yield rate |
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today's date
Reimplemented from BaseTermStructure. |
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returns the spreaded zero yield rate
Reimplemented from ForwardRateStructure. |
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