PiecewiseSpreadYieldCurve< Traits, Interpolator, Bootstrap > Class Template Reference

Piecewise spread yield term structure. More...

#include <ql/termstructures/yield/piecewisespreadyieldcurve.hpp>

Inheritance diagram for PiecewiseSpreadYieldCurve< Traits, Interpolator, Bootstrap >:

Public Member Functions
Constructors
	PiecewiseSpreadYieldCurve (Handle< YieldTermStructure > baseCurve, std::vector< ext::shared_ptr< typename traits_type::helper > > instruments, const Interpolator &i={}, typename base_curve::bootstrap_type bootstrap={})
Public Member Functions inherited from PiecewiseYieldCurve< detail::SpreadTraits< Traits >, Interpolator, IterativeBootstrap >
	PiecewiseYieldCurve (const Date &referenceDate, std::vector< ext::shared_ptr< typename Traits::helper > > instruments, const DayCounter &dayCounter, const std::vector< Handle< Quote > > &jumps={}, const std::vector< Date > &jumpDates={}, const Interpolator &i={}, bootstrap_type bootstrap={})
Date	maxDate () const override
const std::vector< Time > &	times () const
const std::vector< Date > &	dates () const
const std::vector< Real > &	data () const
std::vector< std::pair< Date, Real > >	nodes () const
void	update () override
Public Member Functions inherited from LazyObject
bool	isCalculated () const
void	forwardFirstNotificationOnly ()
void	alwaysForwardNotifications ()
void	recalculate ()
void	freeze ()
void	unfreeze ()
Public Member Functions inherited from Observable
	Observable (const Observable &)
Observable &	operator= (const Observable &)
	Observable (Observable &&)=delete
Observable &	operator= (Observable &&)=delete
void	notifyObservers ()
Public Member Functions inherited from Observer
	Observer (const Observer &)
Observer &	operator= (const Observer &)
std::pair< iterator, bool >	registerWith (const ext::shared_ptr< Observable > &)
void	registerWithObservables (const ext::shared_ptr< Observer > &)
Size	unregisterWith (const ext::shared_ptr< Observable > &)
void	unregisterWithAll ()
virtual void	deepUpdate ()

Additional Inherited Members
Public Types inherited from PiecewiseYieldCurve< detail::SpreadTraits< Traits >, Interpolator, IterativeBootstrap >
typedef Traits	traits_type
typedef Interpolator	interpolator_type
typedef IterativeBootstrap< this_curve >	bootstrap_type
Public Types inherited from Observer
typedef set_type::iterator	iterator
virtual void	calculate () const
bool	calculated_ = false
bool	frozen_ = false
bool	alwaysForward_

Detailed Description

template<class Traits, class Interpolator, template< class > class Bootstrap = IterativeBootstrap>
class QuantLib::PiecewiseSpreadYieldCurve< Traits, Interpolator, Bootstrap >

Piecewise spread yield term structure.