#include <qle/termstructures/bondyieldshiftedcurvetermstructure.hpp>
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| BondYieldShiftedCurveTermStructure (const QuantLib::Handle< YieldTermStructure > &originalCurve, const Real &bondSpread, const Real &duration) |
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| BondYieldShiftedCurveTermStructure (const QuantLib::Handle< YieldTermStructure > &originalCurve, const std::vector< Real > &bondYields, const std::vector< Real > &bondDurations) |
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DayCounter | dayCounter () const override |
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Calendar | calendar () const override |
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Natural | settlementDays () const override |
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const Date & | referenceDate () const override |
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Date | maxDate () const override |
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Real | bondSpread () const |
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Real | duration () const |
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DiscountFactor | discountImpl (Time) const override |
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The given date will be the implied reference date.
- Note
- This term structure will be linked to the original curve and the bond spread, i.e., any changes in the latter will be reflected in this structure as well.