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| using namespace boost::numeric::ublas;
class YieldCurveBIS: public TermRateCurve, public TermRealCurve
{
protected:
date settlementDate_;
Frequency m_;
bool isContinuous_;
bool isRateDefined_;
bool isPriceDefined_;
public:
YieldCurveBIS(date, vector<Term>&, vector<Rate>&, bool);
};
YieldCurveBIS::YieldCurveBIS(date t, vector<Term>& vt, vector<Rate>& vr, bool isCont)
:TermRateCurve (isCont),
settlementDate_(t),
isContinuous_(isCont), m_(0),
isRateDefined_(true), isPriceDefined_(false)
{} |