25#ifndef quantlib_flat_forward_curve_hpp
26#define quantlib_flat_forward_curve_hpp
static Date maxDate()
latest allowed date
Flat interest-rate curve.
void performCalculations() const override
Compounding compounding() const
Frequency compoundingFrequency() const
DiscountFactor discountImpl(Time) const override
discount factor calculation
Date maxDate() const override
the latest date for which the curve can return values
Shared handle to an observable.
Concrete interest rate class.
DiscountFactor discountFactor(Time t) const
discount factor implied by the rate compounded at time t.
Framework for calculation on demand and result caching.
virtual void calculate() const
virtual Natural settlementDays() const
the settlementDays used for reference date calculation
virtual const Date & referenceDate() const
the date at which discount = 1.0 and/or variance = 0.0
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
Interest-rate term structure.
Frequency
Frequency of events.
Real Time
continuous quantity with 1-year units
Real DiscountFactor
discount factor between dates
unsigned QL_INTEGER Natural
positive integer
framework for calculation on demand and result caching
Compounding
Interest rate coumpounding rule.
purely virtual base class for market observables
Interest-rate term structure.