inline Rate ZeroSpreadedTermStructure::zeroYieldImpl(Time t) const {
// to be fixed: user-defined daycounter should be used
InterestRate zeroRate =
originalCurve_->zeroRate(t, comp_, freq_, true);
InterestRate spreadedRate(zeroRate + spread_->value(),
zeroRate.dayCounter(),
zeroRate.compounding(),
zeroRate.frequency());
return spreadedRate.equivalentRate(Continuous, NoFrequency, t);
}
inline Rate
PiecewiseZeroSpreadedTermStructure::zeroYieldImpl(Time t) const {
Spread spread = calcSpread(t);
InterestRate zeroRate = originalCurve_->zeroRate(t, comp_, freq_, true);
InterestRate spreadedRate(zeroRate + spread,
zeroRate.dayCounter(),
zeroRate.compounding(),
zeroRate.frequency());
return spreadedRate.equivalentRate(Continuous, NoFrequency, t);
}
