`#include <flatforward.hpp>`

Inheritance diagram for QuantLib::FlatForward:

Definition at line 36 of file flatforward.hpp.

## Calculations | |

These methods do not modify the structure of the object and are therefore declared as `const` . Data members which will be calculated on demand need to be declared as mutable. | |

void | freeze () |

void | recalculate () |

void | unfreeze () |

virtual void | calculate () const |

## Public Member Functions | |

Compounding | compounding () const |

Frequency | compoundingFrequency () const |

FlatForward (Natural settlementDays, const Calendar &calendar, 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 (const Date &referenceDate, Rate forward, const DayCounter &dayCounter, Compounding compounding=Continuous, Frequency frequency=Annual) | |

FlatForward (const Date &referenceDate, const Handle< Quote > &forward, const DayCounter &dayCounter, Compounding compounding=Continuous, Frequency frequency=Annual) | |

Date | maxDate () const |

the latest date for which the curve can return values | |

void | notifyObservers () |

virtual void | performCalculations () const |

void | registerWith (const boost::shared_ptr< Observable > &) |

void | unregisterWith (const boost::shared_ptr< Observable > &) |

void | update () |

inspectors | |

bool | allowsExtrapolation () const |

tells whether extrapolation is enabled | |

Dates and Time | |

virtual Calendar | calendar () const |

the calendar used for reference and/or option date calculation | |

virtual DayCounter | dayCounter () const |

the day counter used for date/time conversion | |

virtual Time | maxTime () const |

the latest time for which the curve can return values | |

virtual const Date & | referenceDate () const |

the date at which discount = 1.0 and/or variance = 0.0 | |

virtual Natural | settlementDays () const |

the settlementDays used for reference date calculation | |

Time | timeFromReference (const Date &date) const |

date/time conversion | |

modifiers | |

void | disableExtrapolation (bool b=true) |

disable extrapolation in subsequent calls | |

void | enableExtrapolation (bool b=true) |

enable extrapolation in subsequent calls | |

discount factors | |

These methods return the discount factor for a given date or time. In the former case, the time is calculated as a fraction of year from the reference date. | |

DiscountFactor | discount (Time, bool extrapolate=false) const |

DiscountFactor | discount (const Date &, bool extrapolate=false) const |

forward rates | |

These methods returns the implied forward interest rate between two dates or times. In the former case, times are calculated as fractions of year from the reference date. | |

InterestRate | forwardRate (Time t1, Time t2, Compounding comp, Frequency freq=Annual, bool extrapolate=false) const |

InterestRate | forwardRate (const Date &d, const Period &p, const DayCounter &resultDayCounter, Compounding comp, Frequency freq=Annual, bool extrapolate=false) const |

InterestRate | forwardRate (const Date &d1, const Date &d2, const DayCounter &resultDayCounter, Compounding comp, Frequency freq=Annual, bool extrapolate=false) const |

par rates | |

These methods returns the implied par rate for a given sequence of payments at the given dates or times. In the former case, times are calculated as fractions of year from the reference date.
**Warning:**- though somewhat related to a swap rate, this method is not to be used for the fair rate of a real swap, since it does not take into account all the market conventions' details. The correct way to evaluate such rate is to instantiate a SimpleSwap with the correct conventions, pass it the term structure and call the swap's fairRate() method.
| |

Rate | parRate (const std::vector< Time > ×, Frequency freq=Annual, bool extrapolate=false) const |

Rate | parRate (const std::vector< Date > &dates, Frequency freq=Annual, bool extrapolate=false) const |

Rate | parRate (Integer tenor, const Date &startDate, Frequency freq=Annual, bool extrapolate=false) const |

zero-yield rates | |

These methods return the implied zero-yield rate for a given date or time. In the former case, the time is calculated as a fraction of year from the reference date. | |

InterestRate | zeroRate (Time t, Compounding comp, Frequency freq=Annual, bool extrapolate=false) const |

InterestRate | zeroRate (const Date &d, const DayCounter &resultDayCounter, Compounding comp, Frequency freq=Annual, bool extrapolate=false) const |

## Protected Member Functions | |

void | checkRange (Time t, bool extrapolate) const |

time-range check | |

void | checkRange (const Date &d, bool extrapolate) const |

date-range check | |

## Protected Attributes | |

bool | calculated_ |

Calendar | calendar_ |

bool | frozen_ |

bool | moving_ |

## Private Member Functions | |

DiscountFactor | discountImpl (Time) const |

discount calculation | |

## Private Attributes | |

Compounding | compounding_ |

Handle< Quote > | forward_ |

Frequency | frequency_ |

InterestRate | rate_ |

The documentation for this class was generated from the following file:

- QuantLib-0.9.7/ql/termstructures/yield/flatforward.hpp

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