25#ifndef quantlib_forward_spreaded_term_structure_hpp
26#define quantlib_forward_spreaded_term_structure_hpp
77 : originalCurve_(
std::move(h)), spread_(
std::move(spread)) {
Forward-rate term structure
Term structure with added spread on the instantaneous forward rate.
Calendar calendar() const override
the calendar used for reference and/or option date calculation
Rate zeroYieldImpl(Time t) const override
Rate forwardImpl(Time t) const override
instantaneous forward-rate calculation
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
ForwardSpreadedTermStructure(Handle< YieldTermStructure >, Handle< Quote > spread)
Time maxTime() const override
the latest time for which the curve can return values
Shared handle to an observable.
std::pair< iterator, bool > registerWith(const ext::shared_ptr< Observable > &)
Forward-based yield term structure.
@ NoFrequency
null frequency
Real Time
continuous quantity with 1-year units
unsigned QL_INTEGER Natural
positive integer
purely virtual base class for market observables