#include <creditCurve.h>
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 |
Definition at line 30 of file creditCurve.h.
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Default Constructor.
Definition at line 5 of file creditCurve.cpp. References Relative. |
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Constructor.
Definition at line 7 of file creditCurve.cpp. |
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Destructor.
Definition at line 9 of file creditCurve.cpp. |
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Definition at line 50 of file creditCurve.h. References Real. |
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Associated rate.
Definition at line 48 of file creditCurve.h. References Real. |
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Definition at line 52 of file creditCurve.h. References _spreadtype, and CreditSpreadType. |
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Definition at line 56 of file creditCurve.h. |
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Definition at line 54 of file creditCurve.h. |
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Definition at line 58 of file creditCurve.h. References _spreadtype. |
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Definition at line 11 of file creditCurve.cpp. References Absolute, and Relative. Referenced by CSVParser::operator>>(). |
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Definition at line 61 of file creditCurve.h. |
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Definition at line 60 of file creditCurve.h. |
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Definition at line 62 of file creditCurve.h. Referenced by getSpreadType(), and setType(). |