- QuantLib
- ZeroSpreadedTermStructure
 
Term structure with an added spread on the zero yield rate. More...
#include <ql/termstructures/yield/zerospreadedtermstructure.hpp>

| Public Member Functions | |
| ZeroSpreadedTermStructure (const Handle< YieldTermStructure > &, const Handle< Quote > &spread, Compounding comp=Continuous, Frequency freq=NoFrequency, const DayCounter &dc=DayCounter()) | |
| YieldTermStructure interface | |
| DayCounter | dayCounter () const | 
| the day counter used for date/time conversion | |
| Calendar | calendar () const | 
| the calendar used for reference and/or option date calculation | |
| Natural | settlementDays () const | 
| the settlementDays used for reference date calculation | |
| const Date & | referenceDate () const | 
| the date at which discount = 1.0 and/or variance = 0.0 | |
| Date | maxDate () const | 
| the latest date for which the curve can return values | |
| Time | maxTime () const | 
| the latest time for which the curve can return values | |
| Protected Member Functions | |
| Rate | zeroYieldImpl (Time) const | 
| returns the spreaded zero yield rate | |
| Rate | forwardImpl (Time) const | 
| returns the spreaded forward rate | |
Term structure with an added spread on the zero yield rate.