FlatForward Class Reference
[Term structures]
#include <ql/termstructures/yieldcurves/flatforward.hpp>
Inheritance diagram for FlatForward:

Detailed Description
Flat interest-rate curve.
- Examples:
-
BermudanSwaption.cpp, ConvertibleBonds.cpp, DiscreteHedging.cpp, EquityOption.cpp, Replication.cpp, and Repo.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 (Natural settlementDays, const Calendar &calendar, const Handle< Quote > &forward, const DayCounter &dayCounter, Compounding compounding=Continuous, Frequency frequency=Annual) | |
FlatForward (Natural settlementDays, const Calendar &calendar, Rate forward, const DayCounter &dayCounter, Compounding compounding=Continuous, Frequency frequency=Annual) | |
Compounding | compounding () const |
Frequency | compoundingFrequency () const |
Date | maxDate () const |
the latest date for which the curve can return values | |
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.