- 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.