Class InterestRateSpot

• Defined in File interest_rate_curve.hpp

Class Documentation

class InterestRateSpot

Represents a simple point on an interest rate curve, defined by a maturity (in days) and a rate.

Public Functions

inline InterestRateSpot(double days, double rate)

Constructs an InterestRateSpot with given maturity and rate.

Parameters:

• days – Maturity in days.

• rate – Interest rate corresponding to the maturity.

Public Members

double _days

Maturity in days.

double _rate

Interest rate.

Friends

inline friend std::ostream &operator<<(std::ostream &out, const InterestRateSpot &point)

Outputs the InterestRateSpot to a stream.