QuantLib 0.3.7
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Reference manual
FlatForward Class Reference
[Term structures]
#include <ql/TermStructures/flatforward.hpp>
Inheritance diagram for FlatForward:
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
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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. |
