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

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Detailed Description

used to encapsulate a spread at a given maturity

Definition at line 30 of file creditCurve.h.

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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.

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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>>().

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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().

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The documentation for this class was generated from the following files:

• creditCurve.h
• creditCurve.cpp

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