1 /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2 
3 /*
4  Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
5  Copyright (C) 2003, 2004, 2005, 2007 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/yield/flatforward.hpp>
22 #include <ql/quotes/simplequote.hpp>
23 
24 namespace QuantLib {
25 
FlatForward(const Date & referenceDate,const Handle<Quote> & forward,const DayCounter & dayCounter,Compounding compounding,Frequency frequency)26     FlatForward::FlatForward(const Date& referenceDate,
27                              const Handle<Quote>& forward,
28                              const DayCounter& dayCounter,
29                              Compounding compounding,
30                              Frequency frequency)
31     : YieldTermStructure(referenceDate, Calendar(), dayCounter),
32       forward_(forward), compounding_(compounding), frequency_(frequency) {
33         registerWith(forward_);
34     }
35 
FlatForward(const Date & referenceDate,Rate forward,const DayCounter & dayCounter,Compounding compounding,Frequency frequency)36     FlatForward::FlatForward(const Date& referenceDate,
37                              Rate forward,
38                              const DayCounter& dayCounter,
39                              Compounding compounding,
40                              Frequency frequency)
41     : YieldTermStructure(referenceDate, Calendar(), dayCounter),
42       forward_(ext::shared_ptr<Quote>(new SimpleQuote(forward))),
43       compounding_(compounding), frequency_(frequency) {}
44 
FlatForward(Natural settlementDays,const Calendar & calendar,const Handle<Quote> & forward,const DayCounter & dayCounter,Compounding compounding,Frequency frequency)45     FlatForward::FlatForward(Natural settlementDays,
46                              const Calendar& calendar,
47                              const Handle<Quote>& forward,
48                              const DayCounter& dayCounter,
49                              Compounding compounding,
50                              Frequency frequency)
51     : YieldTermStructure(settlementDays, calendar, dayCounter),
52       forward_(forward), compounding_(compounding), frequency_(frequency) {
53         registerWith(forward_);
54     }
55 
FlatForward(Natural settlementDays,const Calendar & calendar,Rate forward,const DayCounter & dayCounter,Compounding compounding,Frequency frequency)56     FlatForward::FlatForward(Natural settlementDays,
57                              const Calendar& calendar,
58                              Rate forward,
59                              const DayCounter& dayCounter,
60                              Compounding compounding,
61                              Frequency frequency)
62     : YieldTermStructure(settlementDays, calendar, dayCounter),
63       forward_(ext::shared_ptr<Quote>(new SimpleQuote(forward))),
64       compounding_(compounding), frequency_(frequency) {}
65 
66 }
67