FlatForward Class Reference
[Term structures]
#include <ql/termstructures/yield/flatforward.hpp>
Inheritance diagram for FlatForward:

Detailed Description
Flat interest-rate curve.
- Examples:
-
BermudanSwaption.cpp, ConvertibleBonds.cpp, DiscreteHedging.cpp, EquityOption.cpp, Replication.cpp, and Repo.cpp.
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 () |
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.
Implements LazyObject.
| 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.