inline void CompositeZeroYieldStructure<BinaryFunction>::update() {
if (!curve1_.empty() && !curve2_.empty()) {
YieldTermStructure::update();
enableExtrapolation(curve1_->allowsExtrapolation() && curve2_->allowsExtrapolation());
}
else {
/* The implementation inherited from YieldTermStructure
asks for our reference date, which we don't have since
the original curve is still not set. Therefore, we skip
over that and just call the base-class behavior. */
TermStructure::update();
}
}
inline CompositeZeroYieldStructure<BinaryFunction>::CompositeZeroYieldStructure(
const Handle<YieldTermStructure>& h1,
const Handle<YieldTermStructure>& h2,
const BinaryFunction& f,
Compounding comp,
Frequency freq)
: curve1_(h1), curve2_(h2), f_(f), comp_(comp), freq_(freq) {
if (!curve1_.empty() && !curve2_.empty())
enableExtrapolation(curve1_->allowsExtrapolation() && curve2_->allowsExtrapolation());
registerWith(curve1_);
registerWith(curve2_);
}
inline ZeroSpreadedTermStructure::ZeroSpreadedTermStructure(
const Handle<YieldTermStructure>& h,
const Handle<Quote>& spread,
Compounding comp,
Frequency freq,
const DayCounter& dc)
: originalCurve_(h), spread_(spread), comp_(comp), freq_(freq), dc_(dc) {
//QL_REQUIRE(h->dayCounter()==dc_,
// "spread daycounter (" << dc_ <<
// ") must be the same of the curve to be spreaded (" <<
// originalCurve_->dayCounter() <<
// ")");
enableExtrapolation(originalCurve_->allowsExtrapolation());
registerWith(originalCurve_);
registerWith(spread_);
}
