# QuantLib_ForwardSpreadedTermStructure man page

ForwardSpreadedTermStructure — Term structure with added spread on the instantaneous forward rate.

## Synopsis

`#include <ql/termstructures/yield/forwardspreadedtermstructure.hpp>`

Inherits **ForwardRateStructure**.

### Public Member Functions

**ForwardSpreadedTermStructure** (const **Handle**< **YieldTermStructure** > &, const **Handle**< **Quote** > &spread)

**TermStructure interface**

**DayCounter dayCounter** () const

the day counter used for date/time conversion **Date maxDate** () const

the latest date for which the curve can return values **Time maxTime** () const

the latest time for which the curve can return values

const **Date** & **referenceDate** () const

the date at which discount = 1.0 and/or variance = 0.0 **Calendar calendar** () const

the calendar used for reference and/or option date calculation **Natural settlementDays** () const

the settlementDays used for reference date calculation

**Observer interface**

void **update** ()

### Protected Member Functions

**ForwardRateStructure implementation**

**Rate forwardImpl** (**Time** t) const

instantaneous forward-rate calculation **Rate zeroYieldImpl** (**Time** t) const

### Additional Inherited Members

## 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.

**Tests**- the correctness of the returned values is tested by checking them against numerical calculations.
- observability against changes in the underlying term structure and in the added spread is checked.

## 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 **TermStructure**.

### Rate zeroYieldImpl (Time) const [protected], [virtual]

Returns the zero yield rate for the given date calculating it from the instantaneous forward rate $ f(t) $ as [ z(t) = int_0^t f( au) d au ]

**Warning**This default implementation uses an highly inefficient and possibly wildly inaccurate numerical integration. Derived classes should override it if a more efficient implementation is available.

Reimplemented from **ForwardRateStructure**.

## Author

Generated automatically by Doxygen for QuantLib from the source code.

## Referenced By

ForwardSpreadedTermStructure(3) is an alias of QuantLib_ForwardSpreadedTermStructure(3).