![]() QuantLib 0.3.7Getting startedReference manual |
ForwardSpreadedTermStructure Class Reference |
Public Member Functions | |
ForwardSpreadedTermStructure (const RelinkableHandle< TermStructure > &, const RelinkableHandle< Quote > &spread) | |
TermStructure interface | |
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 | |
Time | maxTime () const |
the latest time for which the curve can return rates | |
Observer interface | |
void | update () |
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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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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returns the spreaded zero yield rate
Reimplemented from ForwardRateStructure. |
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