QuantLib: FlatForward Class Reference

### A free/open-source library for quantitative finance

# FlatForward Class Reference
[Term structures]

`#include <ql/termstructures/yield/flatforward.hpp>`

Inheritance diagram for FlatForward:

[legend]

List of all members.

## Detailed Description

Flat interest-rate curve.

Examples:

  BermudanSwaption.cpp, ConvertibleBonds.cpp, DiscreteHedging.cpp, EquityOption.cpp, Replication.cpp, and Repo.cpp.

## Public Member Functions
| FlatForward (const Date &referenceDate, const Handle< Quote > &forward, const DayCounter &dayCounter, Compounding compounding=Continuous, Frequency frequency=Annual)
| FlatForward (const Date &referenceDate, Rate forward, const DayCounter &dayCounter, Compounding compounding=Continuous, Frequency frequency=Annual)
| FlatForward (Natural settlementDays, const Calendar &calendar, const Handle< Quote > &forward, const DayCounter &dayCounter, Compounding compounding=Continuous, Frequency frequency=Annual)
| FlatForward (Natural settlementDays, const Calendar &calendar, Rate forward, const DayCounter &dayCounter, Compounding compounding=Continuous, Frequency frequency=Annual)
Compounding | compounding () const
Frequency | compoundingFrequency () const
virtual void | performCalculations () const
Date | maxDate () const
| the latest date for which the curve can return values
void | update ()

## Member Function Documentation

void performCalculations | ( |  | ) | const`[virtual]`

This method must implement any calculations which must be (re)done in order to calculate the desired results.

Implements LazyObject.

void update | ( |  | ) | `[virtual]`

This method must be implemented in derived classes. An instance of Observer does not call this method directly: instead, it will be called by the observables the instance registered with when they need to notify any changes.

Reimplemented from LazyObject.