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<a href="#pub-methods">Public Member Functions</a> |
<a href="#pro-methods">Protected Member Functions</a> </div>
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<div class="title">ZeroSpreadedTermStructure Class Reference<div class="ingroups"><a class="el" href="group__yieldtermstructures.html">Term structures</a></div></div> </div>
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<!-- doxytag: class="QuantLib::ZeroSpreadedTermStructure" --><!-- doxytag: inherits="QuantLib::ZeroYieldStructure" -->
<p>Term structure with an added spread on the zero yield rate.
<a href="class_quant_lib_1_1_zero_spreaded_term_structure.html#details">More...</a></p>
<p><code>#include <ql/termstructures/yield/zerospreadedtermstructure.hpp></code></p>
<div class="dynheader">
Inheritance diagram for ZeroSpreadedTermStructure:</div>
<div class="dyncontent">
<div class="center"><img src="class_quant_lib_1_1_zero_spreaded_term_structure__inherit__graph.png" border="0" usemap="#_zero_spreaded_term_structure_inherit__map" alt="Inheritance graph"/></div>
<map name="_zero_spreaded_term_structure_inherit__map" id="_zero_spreaded_term_structure_inherit__map">
<area shape="rect" id="node2" href="class_quant_lib_1_1_zero_yield_structure.html" title="Zero-yield term structure." alt="" coords="33,6,161,37"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<p><a href="class_quant_lib_1_1_zero_spreaded_term_structure-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a627395c2115caf6b3835a36a49983100"></a><!-- doxytag: member="QuantLib::ZeroSpreadedTermStructure::ZeroSpreadedTermStructure" ref="a627395c2115caf6b3835a36a49983100" args="(const Handle< YieldTermStructure > &, const Handle< Quote > &spread, Compounding comp=Continuous, Frequency freq=NoFrequency, const DayCounter &dc=DayCounter())" -->
 </td><td class="memItemRight" valign="bottom"><b>ZeroSpreadedTermStructure</b> (const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > &, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > &spread, Compounding comp=Continuous, <a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> freq=NoFrequency, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dc=<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a>())</td></tr>
<tr><td colspan="2"><div class="groupHeader">YieldTermStructure interface</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac147d63df367bbe5282b76b1f98cb9be"></a><!-- doxytag: member="QuantLib::ZeroSpreadedTermStructure::dayCounter" ref="ac147d63df367bbe5282b76b1f98cb9be" args="() const " -->
<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_zero_spreaded_term_structure.html#ac147d63df367bbe5282b76b1f98cb9be">dayCounter</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">the day counter used for date/time conversion <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae9a0f3904cff2fe61596c593dd0b6448"></a><!-- doxytag: member="QuantLib::ZeroSpreadedTermStructure::calendar" ref="ae9a0f3904cff2fe61596c593dd0b6448" args="() const " -->
<a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_zero_spreaded_term_structure.html#ae9a0f3904cff2fe61596c593dd0b6448">calendar</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">the calendar used for reference and/or option date calculation <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab6506da60fec85c6f146f1b43116de70"></a><!-- doxytag: member="QuantLib::ZeroSpreadedTermStructure::settlementDays" ref="ab6506da60fec85c6f146f1b43116de70" args="() const " -->
<a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_zero_spreaded_term_structure.html#ab6506da60fec85c6f146f1b43116de70">settlementDays</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">the settlementDays used for reference date calculation <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5662908c63119a3b347a7e0ec8544afa"></a><!-- doxytag: member="QuantLib::ZeroSpreadedTermStructure::referenceDate" ref="a5662908c63119a3b347a7e0ec8544afa" args="() const " -->
const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_zero_spreaded_term_structure.html#a5662908c63119a3b347a7e0ec8544afa">referenceDate</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">the date at which discount = 1.0 and/or variance = 0.0 <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a74d8fc5480ca811db8332b7b30597fe9"></a><!-- doxytag: member="QuantLib::ZeroSpreadedTermStructure::maxDate" ref="a74d8fc5480ca811db8332b7b30597fe9" args="() const " -->
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_zero_spreaded_term_structure.html#a74d8fc5480ca811db8332b7b30597fe9">maxDate</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">the latest date for which the curve can return values <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a3b8677915d5a95b48578b82ed1d7508f"></a><!-- doxytag: member="QuantLib::ZeroSpreadedTermStructure::maxTime" ref="a3b8677915d5a95b48578b82ed1d7508f" args="() const " -->
<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_zero_spreaded_term_structure.html#a3b8677915d5a95b48578b82ed1d7508f">maxTime</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">the latest time for which the curve can return values <br/></td></tr>
<tr><td colspan="2"><h2><a name="pro-methods"></a>
Protected Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac5fe572646475bf02f83c3bedfca9a61"></a><!-- doxytag: member="QuantLib::ZeroSpreadedTermStructure::zeroYieldImpl" ref="ac5fe572646475bf02f83c3bedfca9a61" args="(Time) const " -->
<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_zero_spreaded_term_structure.html#ac5fe572646475bf02f83c3bedfca9a61">zeroYieldImpl</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a>) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns the spreaded zero yield rate <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="afa0209491613a4dfe502b77e28b8ab50"></a><!-- doxytag: member="QuantLib::ZeroSpreadedTermStructure::forwardImpl" ref="afa0209491613a4dfe502b77e28b8ab50" args="(Time) const " -->
<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_zero_spreaded_term_structure.html#afa0209491613a4dfe502b77e28b8ab50">forwardImpl</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a>) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns the spreaded forward rate <br/></td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Term structure with an added spread on the zero yield rate. </p>
<dl class="note"><dt><b>Note:</b></dt><dd>This term structure will remain linked to the original structure, i.e., any changes in the latter will be reflected in this structure as well.</dd></dl>
<dl class="test"><dt><b><a class="el" href="test.html#_test000143">Tests:</a></b></dt><dd><ul>
<li>the correctness of the returned values is tested by checking them against numerical calculations.</li>
<li>observability against changes in the underlying term structure and in the added spread is checked. </li>
</ul>
</dd></dl>
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