QuantLib_FlatForward man page

FlatForward — Flat interest-rate curve.

Synopsis

#include <ql/termstructures/yield/flatforward.hpp>

Inherits YieldTermStructure, and LazyObject.

Public Member Functions

Compounding compounding () const

Frequency compoundingFrequency () const

Constructors

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)

TermStructure interface

Date maxDate () const
the latest date for which the curve can return values

Observer interface

void update ()

Additional Inherited Members

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 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.

Referenced By

compounding(3), compoundingFrequency(3) and FlatForward(3) are aliases of QuantLib_FlatForward(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib