QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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flathazardrate.cpp
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1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2008 Roland Lichters
5 Copyright (C) 2008 StatPro Italia srl
6
7 This file is part of QuantLib, a free-software/open-source library
8 for financial quantitative analysts and developers - http://quantlib.org/
9
10 QuantLib is free software: you can redistribute it and/or modify it
11 under the terms of the QuantLib license. You should have received a
12 copy of the license along with this program; if not, please email
13 <quantlib-dev@lists.sf.net>. The license is also available online at
14 <http://quantlib.org/license.shtml>.
15
16 This program is distributed in the hope that it will be useful, but WITHOUT
17 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
18 FOR A PARTICULAR PURPOSE. See the license for more details.
19*/
20
23#include <utility>
24
25namespace QuantLib {
26
28 Handle<Quote> hazardRate,
29 const DayCounter& dayCounter)
30 : HazardRateStructure(referenceDate, Calendar(), dayCounter),
31 hazardRate_(std::move(hazardRate)) {
33 }
34
36 Rate hazardRate,
37 const DayCounter& dayCounter)
38 : HazardRateStructure(referenceDate, Calendar(), dayCounter),
39 hazardRate_(ext::shared_ptr<Quote>(new SimpleQuote(hazardRate))) {}
40
42 const Calendar& calendar,
43 Handle<Quote> hazardRate,
44 const DayCounter& dayCounter)
45 : HazardRateStructure(settlementDays, calendar, dayCounter),
46 hazardRate_(std::move(hazardRate)) {
48 }
49
51 const Calendar& calendar,
52 Rate hazardRate,
53 const DayCounter& dayCounter)
54 : HazardRateStructure(settlementDays, calendar, dayCounter),
55 hazardRate_(ext::shared_ptr<Quote>(new SimpleQuote(hazardRate))) {}
56
57}
calendar class
Definition: calendar.hpp:61
Concrete date class.
Definition: date.hpp:125
day counter class
Definition: daycounter.hpp:44
Handle< Quote > hazardRate_
FlatHazardRate(const Date &referenceDate, Handle< Quote > hazardRate, const DayCounter &)
Shared handle to an observable.
Definition: handle.hpp:41
Hazard-rate term structure.
std::pair< iterator, bool > registerWith(const ext::shared_ptr< Observable > &)
Definition: observable.hpp:228
purely virtual base class for market observables
Definition: quote.hpp:37
market element returning a stored value
Definition: simplequote.hpp:33
flat hazard-rate term structure
unsigned QL_INTEGER Natural
positive integer
Definition: types.hpp:43
Real Rate
interest rates
Definition: types.hpp:70
Definition: any.hpp:35
STL namespace.
simple quote class