1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
|
/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2008 Roland Lichters
Copyright (C) 2008 StatPro Italia srl
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
<quantlib-dev@lists.sf.net>. The license is also available online at
<http://quantlib.org/license.shtml>.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
#include <ql/quotes/simplequote.hpp>
#include <ql/termstructures/credit/flathazardrate.hpp>
#include <utility>
namespace QuantLib {
FlatHazardRate::FlatHazardRate(const Date& referenceDate,
Handle<Quote> hazardRate,
const DayCounter& dayCounter)
: HazardRateStructure(referenceDate, Calendar(), dayCounter),
hazardRate_(std::move(hazardRate)) {
registerWith(hazardRate_);
}
FlatHazardRate::FlatHazardRate(const Date& referenceDate,
Rate hazardRate,
const DayCounter& dayCounter)
: HazardRateStructure(referenceDate, Calendar(), dayCounter),
hazardRate_(ext::shared_ptr<Quote>(new SimpleQuote(hazardRate))) {}
FlatHazardRate::FlatHazardRate(Natural settlementDays,
const Calendar& calendar,
Handle<Quote> hazardRate,
const DayCounter& dayCounter)
: HazardRateStructure(settlementDays, calendar, dayCounter),
hazardRate_(std::move(hazardRate)) {
registerWith(hazardRate_);
}
FlatHazardRate::FlatHazardRate(Natural settlementDays,
const Calendar& calendar,
Rate hazardRate,
const DayCounter& dayCounter)
: HazardRateStructure(settlementDays, calendar, dayCounter),
hazardRate_(ext::shared_ptr<Quote>(new SimpleQuote(hazardRate))) {}
}
|
