FlatForward Class Reference
[Term structures]

#include <ql/TermStructures/flatforward.hpp>

Inheritance diagram for FlatForward:

Inheritance graph
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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=Actual365())
 FlatForward (const Date &todaysDate, const Date &referenceDate, const RelinkableHandle< Quote > &forward, const DayCounter &dayCounter=Actual365())
DayCounter dayCounter () const
 the day counter used for date/time conversion

Date todaysDate () const
 today's date

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

void update ()

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


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.

Implements Observer.


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