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.