# FlatForward (3) - Linux Manuals

## 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.

### 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.