19 lines
471 B
C++
19 lines
471 B
C++
//
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// Created by David Doebel on 07.03.2026.
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//
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#ifndef QUANTENGINE_FLATYIELDCURVE_HPP
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#define QUANTENGINE_FLATYIELDCURVE_HPP
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#include "YieldCurve.hpp"
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#include <cmath>
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class FlatYieldCurve : public YieldCurve{
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public:
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explicit FlatYieldCurve(double rate = 0.01) : rate_(rate) {}
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double discount(double t) const override {return std::exp(-rate_ * t); };
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double zeroRate(double t) const override {return rate_; }
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private:
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double rate_ = 0.01;
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};
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#endif
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