|
| CirppImpliedDefaultTermStructure (const boost::shared_ptr< CrCirpp > &model, const Size index, const DayCounter &dc=DayCounter(), const bool purelyTimeBased=false) |
|
Date | maxDate () const override |
|
Time | maxTime () const override |
|
const Date & | referenceDate () const override |
|
void | referenceDate (const Date &d) |
|
void | referenceTime (const Time t) |
|
void | state (const Real y) |
|
void | move (const Date &d, const Real y) |
|
void | move (const Time t, const Real y) |
|
void | update () override |
|
The termstructure has the reference date of the model's termstructure at construction, but you can vary this as well as the state. The purely time based variant is mainly there for performance reasons, note that it does not provide the full term structure interface and does not send notifications on reference time updates.