| 1 | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ |
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| 2 | |
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| 3 | /* |
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| 4 | Copyright (C) 2008 Roland Lichters |
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| 5 | Copyright (C) 2008 StatPro Italia srl |
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| 6 | |
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| 7 | This file is part of QuantLib, a free-software/open-source library |
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| 8 | for financial quantitative analysts and developers - http://quantlib.org/ |
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| 9 | |
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| 10 | QuantLib is free software: you can redistribute it and/or modify it |
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| 11 | under the terms of the QuantLib license. You should have received a |
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| 12 | copy of the license along with this program; if not, please email |
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| 13 | <quantlib-dev@lists.sf.net>. The license is also available online at |
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| 14 | <http://quantlib.org/license.shtml>. |
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| 15 | |
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| 16 | This program is distributed in the hope that it will be useful, but WITHOUT |
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| 17 | ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS |
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| 18 | FOR A PARTICULAR PURPOSE. See the license for more details. |
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| 19 | */ |
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| 20 | |
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| 21 | #include <ql/quotes/simplequote.hpp> |
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| 22 | #include <ql/termstructures/credit/flathazardrate.hpp> |
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| 23 | #include <utility> |
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| 24 | |
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| 25 | namespace QuantLib { |
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| 26 | |
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| 27 | FlatHazardRate::FlatHazardRate(const Date& referenceDate, |
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| 28 | Handle<Quote> hazardRate, |
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| 29 | const DayCounter& dayCounter) |
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| 30 | : HazardRateStructure(referenceDate, Calendar(), dayCounter), |
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| 31 | hazardRate_(std::move(hazardRate)) { |
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| 32 | registerWith(h: hazardRate_); |
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| 33 | } |
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| 34 | |
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| 35 | FlatHazardRate::FlatHazardRate(const Date& referenceDate, |
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| 36 | Rate hazardRate, |
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| 37 | const DayCounter& dayCounter) |
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| 38 | : HazardRateStructure(referenceDate, Calendar(), dayCounter), |
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| 39 | hazardRate_(ext::shared_ptr<Quote>(new SimpleQuote(hazardRate))) {} |
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| 40 | |
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| 41 | FlatHazardRate::FlatHazardRate(Natural settlementDays, |
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| 42 | const Calendar& calendar, |
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| 43 | Handle<Quote> hazardRate, |
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| 44 | const DayCounter& dayCounter) |
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| 45 | : HazardRateStructure(settlementDays, calendar, dayCounter), |
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| 46 | hazardRate_(std::move(hazardRate)) { |
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| 47 | registerWith(h: hazardRate_); |
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| 48 | } |
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| 49 | |
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| 50 | FlatHazardRate::FlatHazardRate(Natural settlementDays, |
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| 51 | const Calendar& calendar, |
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| 52 | Rate hazardRate, |
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| 53 | const DayCounter& dayCounter) |
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| 54 | : HazardRateStructure(settlementDays, calendar, dayCounter), |
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| 55 | hazardRate_(ext::shared_ptr<Quote>(new SimpleQuote(hazardRate))) {} |
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| 56 | |
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| 57 | } |
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| 58 | |
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