#include <ql/TermStructures/flatforward.hpp>
Inheritance diagram for FlatForward: 
[legend]List of all members.
Detailed Description
Flat interest-rate curve.
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Public Member Functions |
| | FlatForward (const Date &todaysDate, const Date &referenceDate, Rate forward, const DayCounter &dayCounter) |
| | FlatForward (const Date &todaysDate, const Date &referenceDate, const Handle< Quote > &forward, const DayCounter &dayCounter) |
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| FlatForward (const Date &referenceDate, const Handle< Quote > &forward, const DayCounter &dayCounter) |
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| FlatForward (const Date &referenceDate, Rate forward, const DayCounter &dayCounter) |
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| FlatForward (Integer settlementDays, const Calendar &calendar, const Handle< Quote > &forward, const DayCounter &dayCounter) |
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| FlatForward (Integer settlementDays, const Calendar &calendar, Rate forward, const DayCounter &dayCounter) |
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DayCounter | dayCounter () const |
| | the day counter used for date/time conversion
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Date | maxDate () const |
| | the latest date for which the curve can return rates
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Protected Member Functions |
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Rate | zeroYieldImpl (Time) const |
| | zero-yield calculation
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DiscountFactor | discountImpl (Time) const |
| | discount calculation
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Rate | forwardImpl (Time) const |
| | instantaneous forward-rate calculation
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Rate | compoundForwardImpl (Time t, Integer compFreq) const |
| | compound forward-rate calculation
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Constructor & Destructor Documentation
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