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