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QuantLib_FlatForward

NAME

QuantLib::FlatForward -

Flat interest-rate curve.

SYNOPSIS

#include <ql/termstructures/yield/flatforward.hpp>

Inherits QuantLib::YieldTermStructure, and QuantLib::LazyObject.

Public Member Functions

Compounding compounding () const

Frequency compoundingFrequency () const

Constructors

 

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)

TermStructure interface

 

Date maxDate () const

Observer interface

 

void update ()

Detailed Description

Flat interest-rate curve.

Examples:

BermudanSwaption.cpp, CallableBonds.cpp, CDS.cpp, ConvertibleBonds.cpp, DiscreteHedging.cpp, EquityOption.cpp, Replication.cpp, and Repo.cpp.

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 LazyObject.

Author

Generated automatically by Doxygen for QuantLib from the source code.