EffectiveBondDiscountCurve Class Reference

effective bond discount curve More...

#include <qle/termstructures/effectivebonddiscountcurve.hpp>

Inheritance diagram for EffectiveBondDiscountCurve:

Public Member Functions
	EffectiveBondDiscountCurve (const Handle< YieldTermStructure > &reference, const Handle< DefaultProbabilityTermStructure > &credit, const Handle< Quote > &secSpread, const Handle< Quote > &rr)
Date	maxDate () const override
const Date &	referenceDate () const override

Protected Member Functions
Real	discountImpl (Time t) const override

Protected Attributes
Handle< YieldTermStructure >	reference_
Handle< DefaultProbabilityTermStructure >	credit_
Handle< Quote >	secSpread_
Handle< Quote >	rr_

Detailed Description

effective bond discount curve