25#ifndef quantlib_zero_spreaded_term_structure_hpp
26#define quantlib_zero_spreaded_term_structure_hpp
86 : originalCurve_(
std::move(h)), spread_(
std::move(spread)), comp_(comp), freq_(freq),
Shared handle to an observable.
Concrete interest rate class.
const DayCounter & dayCounter() const
Compounding compounding() const
Frequency frequency() const
InterestRate equivalentRate(Compounding comp, Frequency freq, Time t) const
equivalent interest rate for a compounding period t.
std::pair< iterator, bool > registerWith(const ext::shared_ptr< Observable > &)
InterestRate zeroRate(const Date &d, const DayCounter &resultDayCounter, Compounding comp, Frequency freq=Annual, bool extrapolate=false) const
Term structure with an added spread on the zero yield rate.
Calendar calendar() const override
the calendar used for reference and/or option date calculation
Rate zeroYieldImpl(Time) const override
returns the spreaded zero yield rate
ZeroSpreadedTermStructure(Handle< YieldTermStructure >, Handle< Quote > spread, Compounding comp=Continuous, Frequency freq=NoFrequency, DayCounter dc=DayCounter())
const Date & referenceDate() const override
the date at which discount = 1.0 and/or variance = 0.0
Handle< YieldTermStructure > originalCurve_
Natural settlementDays() const override
the settlementDays used for reference date calculation
DayCounter dayCounter() const override
the day counter used for date/time conversion
Date maxDate() const override
the latest date for which the curve can return values
Rate forwardImpl(Time) const
returns the spreaded forward rate
Time maxTime() const override
the latest time for which the curve can return values
Zero-yield term structure.
Frequency
Frequency of events.
@ NoFrequency
null frequency
Real Time
continuous quantity with 1-year units
unsigned QL_INTEGER Natural
positive integer
Compounding
Interest rate coumpounding rule.
purely virtual base class for market observables
Zero-yield based term structure.