1 /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ 2 3 /* 4 Copyright (C) 2008 Roland Lichters 5 Copyright (C) 2008 StatPro Italia srl 6 7 This file is part of QuantLib, a free-software/open-source library 8 for financial quantitative analysts and developers - http://quantlib.org/ 9 10 QuantLib is free software: you can redistribute it and/or modify it 11 under the terms of the QuantLib license. You should have received a 12 copy of the license along with this program; if not, please email 13 <quantlib-dev@lists.sf.net>. The license is also available online at 14 <http://quantlib.org/license.shtml>. 15 16 This program is distributed in the hope that it will be useful, but WITHOUT 17 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS 18 FOR A PARTICULAR PURPOSE. See the license for more details. 19 */ 20 21 #include <ql/termstructures/credit/flathazardrate.hpp> 22 #include <ql/quotes/simplequote.hpp> 23 24 namespace QuantLib { 25 FlatHazardRate(const Date & referenceDate,const Handle<Quote> & hazardRate,const DayCounter & dayCounter)26 FlatHazardRate::FlatHazardRate(const Date& referenceDate, 27 const Handle<Quote>& hazardRate, 28 const DayCounter& dayCounter) 29 : HazardRateStructure(referenceDate, Calendar(), dayCounter), 30 hazardRate_(hazardRate) { 31 registerWith(hazardRate_); 32 } 33 FlatHazardRate(const Date & referenceDate,Rate hazardRate,const DayCounter & dayCounter)34 FlatHazardRate::FlatHazardRate(const Date& referenceDate, 35 Rate hazardRate, 36 const DayCounter& dayCounter) 37 : HazardRateStructure(referenceDate, Calendar(), dayCounter), 38 hazardRate_(ext::shared_ptr<Quote>(new SimpleQuote(hazardRate))) {} 39 FlatHazardRate(Natural settlementDays,const Calendar & calendar,const Handle<Quote> & hazardRate,const DayCounter & dayCounter)40 FlatHazardRate::FlatHazardRate(Natural settlementDays, 41 const Calendar& calendar, 42 const Handle<Quote>& hazardRate, 43 const DayCounter& dayCounter) 44 : HazardRateStructure(settlementDays, calendar, dayCounter), 45 hazardRate_(hazardRate) { 46 registerWith(hazardRate_); 47 } 48 FlatHazardRate(Natural settlementDays,const Calendar & calendar,Rate hazardRate,const DayCounter & dayCounter)49 FlatHazardRate::FlatHazardRate(Natural settlementDays, 50 const Calendar& calendar, 51 Rate hazardRate, 52 const DayCounter& dayCounter) 53 : HazardRateStructure(settlementDays, calendar, dayCounter), 54 hazardRate_(ext::shared_ptr<Quote>(new SimpleQuote(hazardRate))) {} 55 56 } 57