- QuantLib
- FlatForward
Flat interest-rate curve. More...
#include <ql/termstructures/yield/flatforward.hpp>
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 () |
Flat interest-rate curve.
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.