QuantLib_FlatForward (3) - Linux Manuals

QuantLib_FlatForward: Flat interest-rate curve.

NAME

QuantLib::FlatForward - Flat interest-rate curve.

SYNOPSIS

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

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

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

virtual void performCalculations () const

Date maxDate () const
the latest date for which the curve can return values
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 performCalculations () const [virtual]

This method must implement any calculations which must be (re)done in order to calculate the desired results.

Implements LazyObject.

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.