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CreditSpreadPoint Class Reference

used to encapsulate a spread at a given maturity More...

#include <creditCurve.h>

List of all members.

Public Member Functions

 CreditSpreadPoint (void)
 Default Constructor.

 CreditSpreadPoint (Real r, Real T, CreditSpreadType t)
 Constructor.

 ~CreditSpreadPoint (void)
 Destructor.

Real getRate ()
 Associated rate.

Real getMaturity ()
CreditSpreadType getSpreadType ()
void setRate (Real r)
void setMaturity (Real m)
void setType (CreditSpreadType t)

Static Public Member Functions

char * TypeAsString (CreditSpreadType t)

Private Attributes

Real _rate
Real _maturity
CreditSpreadType _spreadtype


Detailed Description

used to encapsulate a spread at a given maturity

Definition at line 30 of file creditCurve.h.


Constructor & Destructor Documentation

CreditSpreadPoint::CreditSpreadPoint void   ) 
 

Default Constructor.

Definition at line 5 of file creditCurve.cpp.

References Relative.

CreditSpreadPoint::CreditSpreadPoint Real  r,
Real  T,
CreditSpreadType  t
 

Constructor.

Parameters:
s: Real spread between risky asset and risk free rate
T: Real maturity of the spread
t: Absolute or relative spread

Definition at line 7 of file creditCurve.cpp.

References r, and Real.

CreditSpreadPoint::~CreditSpreadPoint void   ) 
 

Destructor.

Definition at line 9 of file creditCurve.cpp.


Member Function Documentation

Real CreditSpreadPoint::getMaturity  )  [inline]
 

Definition at line 50 of file creditCurve.h.

References Real.

Real CreditSpreadPoint::getRate  )  [inline]
 

Associated rate.

Definition at line 48 of file creditCurve.h.

References Real.

CreditSpreadType CreditSpreadPoint::getSpreadType  )  [inline]
 

Definition at line 52 of file creditCurve.h.

References _spreadtype, and CreditSpreadType.

void CreditSpreadPoint::setMaturity Real  m  )  [inline]
 

Definition at line 56 of file creditCurve.h.

References m, and Real.

void CreditSpreadPoint::setRate Real  r  )  [inline]
 

Definition at line 54 of file creditCurve.h.

References r, and Real.

void CreditSpreadPoint::setType CreditSpreadType  t  )  [inline]
 

Definition at line 58 of file creditCurve.h.

References _spreadtype.

char * CreditSpreadPoint::TypeAsString CreditSpreadType  t  )  [static]
 

Definition at line 11 of file creditCurve.cpp.

References Absolute, and Relative.

Referenced by CSVParser::operator>>().


Member Data Documentation

Real CreditSpreadPoint::_maturity [private]
 

Definition at line 61 of file creditCurve.h.

Real CreditSpreadPoint::_rate [private]
 

Definition at line 60 of file creditCurve.h.

CreditSpreadType CreditSpreadPoint::_spreadtype [private]
 

Definition at line 62 of file creditCurve.h.

Referenced by getSpreadType(), and setType().


The documentation for this class was generated from the following files:
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Generated on Thu Dec 22 23:12:39 2005 for terreneuve by doxygen 1.3.6