ZeroSpreadedTermStructure Class Reference
[Term structures]

#include <ql/TermStructures/zerospreadedtermstructure.hpp>

Inheritance diagram for ZeroSpreadedTermStructure:

Inheritance graph
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List of all members.

Detailed Description

Term structure with an added spread on the zero yield rate.

Note:
This term structure will remain linked to the original structure, i.e., any changes in the latter will be reflected in this structure as well.


Public Member Functions

 ZeroSpreadedTermStructure (const RelinkableHandle< TermStructure > &, const RelinkableHandle< Quote > &spread)
TermStructure interface
DayCounter dayCounter () const
 the day counter used for date/time conversion

Date referenceDate () const
 the reference date, i.e., the date at which discount = 1

Date todaysDate () const
 today's date

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

Observer interface
void update ()

Protected Member Functions

Rate zeroYieldImpl (Time) const
 returns the spreaded zero yield rate

Rate forwardImpl (Time) const
 returns the spreaded forward rate


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.

Rate forwardImpl Time   )  const [protected, virtual]
 

returns the spreaded forward rate

Warning:
This method must disappear should the spread become a curve

Reimplemented from ZeroYieldStructure.


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