ZeroSpreadedTermStructure Class Reference#include <zerospreadedtermstructure.hpp>
Inheritance diagram for ZeroSpreadedTermStructure:
[legend]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.
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 |
, |
|
|
bool |
extrapolate = false |
|
) |
const [protected, virtual] |
|
|
returns the spreaded forward rate
- Warning:
- This method must disappear should the spread become a curve
Reimplemented from ZeroYieldStructure. |
The documentation for this class was generated from the following file:
|