Flat correlation structure. More...
#include <qle/termstructures/flatcorrelation.hpp>
Public Member Functions | |
Constructors | |
FlatCorrelation (const Date &referenceDate, const Handle< Quote > &correlation, const DayCounter &) | |
FlatCorrelation (const Date &referenceDate, Real correlation, const DayCounter &) | |
FlatCorrelation (Natural settlementDays, const Calendar &calendar, const Handle< Quote > &correlation, const DayCounter &) | |
FlatCorrelation (Natural settlementDays, const Calendar &calendar, Real correlation, const DayCounter &) | |
TermStructure interface | |
Date | maxDate () const override |
Time | maxTime () const override |
Inspectors | |
const Handle< Quote > & | quote () const |
Public Member Functions inherited from CorrelationTermStructure | |
CorrelationTermStructure (const DayCounter &dc=DayCounter()) | |
CorrelationTermStructure (const Date &referenceDate, const Calendar &cal=Calendar(), const DayCounter &dc=DayCounter()) | |
CorrelationTermStructure (Natural settlementDays, const Calendar &cal, const DayCounter &dc=DayCounter()) | |
Real | correlation (Time t, Real strike=Null< Real >(), bool extrapolate=false) const |
Real | correlation (const Date &d, Real strike=Null< Real >(), bool extrapolate=false) const |
virtual Time | minTime () const |
The minimum time for which the curve can return values. | |
Additional Inherited Members | |
Protected Member Functions inherited from CorrelationTermStructure | |
virtual void | checkRange (Time t, Real strike, bool extrapolate) const |
Extra time range check for minimum time, then calls TermStructure::checkRange. | |
Flat correlation structure.