QuantLib 0.3.7
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Reference manual
ForwardSpreadedTermStructure Class Reference
[Term structures]
#include <ql/TermStructures/forwardspreadedtermstructure.hpp>
Inheritance diagram for ForwardSpreadedTermStructure:
Detailed Description
Term structure with added spread on the instantaneous forward 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 | |
| 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 | |
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. |
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returns the spreaded zero yield rate
Reimplemented from ForwardRateStructure. |
