FlatCorrelation Class Reference

Flat correlation structure. More...

#include <qle/termstructures/flatcorrelation.hpp>

Inheritance diagram for FlatCorrelation:

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.

Detailed Description

Flat correlation structure.