![]() QuantLib 0.3.9Getting startedReference manual |
PiecewiseFlatForward Class Reference |
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Public Member Functions | |
Constructors | |
| PiecewiseFlatForward (const Date &referenceDate, const std::vector< boost::shared_ptr< RateHelper > > &instruments, const DayCounter &dayCounter, Real accuracy=1.0e-12) | |
| PiecewiseFlatForward (Integer settlementDays, const Calendar &calendar, const std::vector< boost::shared_ptr< RateHelper > > &instruments, const DayCounter &dayCounter, Real accuracy=1.0e-12) | |
| PiecewiseFlatForward (const std::vector< Date > &dates, const std::vector< Rate > &forwards, const DayCounter &dayCounter) | |
YieldTermStructure interface | |
| DayCounter | dayCounter () const |
| the day counter used for date/time conversion | |
| const std::vector< Date > & | dates () const |
| Date | maxDate () const |
| the latest date for which the curve can return rates | |
| const std::vector< Time > & | times () const |
| Time | maxTime () const |
| the latest time for which the curve can return rates | |
Observer interface | |
| void | update () |
Protected Member Functions | |
| Rate | zeroYieldImpl (Time) const |
| DiscountFactor | discountImpl (Time) const |
| discount calculation | |
| Rate | forwardImpl (Time) const |
Friends | |
| class | FFObjFunction |
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In this constructor, the first date must be the reference date of the curve, the other dates are the nodes of the term structure. The forward rate at index
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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. |
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