Coverage Report

Created: 2026-08-14 07:10

next uncovered line (L), next uncovered region (R), next uncovered branch (B)
/src/quantlib/ql/termstructures/yield/flatforward.cpp
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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
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/*
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 Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
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 Copyright (C) 2003, 2004, 2005, 2007 StatPro Italia srl
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 This file is part of QuantLib, a free-software/open-source library
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 for financial quantitative analysts and developers - http://quantlib.org/
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 QuantLib is free software: you can redistribute it and/or modify it
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 under the terms of the QuantLib license.  You should have received a
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 copy of the license along with this program; if not, please email
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 <quantlib-dev@lists.sf.net>. The license is also available online at
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 <https://www.quantlib.org/license.shtml>.
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 This program is distributed in the hope that it will be useful, but WITHOUT
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 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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 FOR A PARTICULAR PURPOSE.  See the license for more details.
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*/
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#include <ql/quotes/simplequote.hpp>
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#include <ql/termstructures/yield/flatforward.hpp>
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#include <utility>
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namespace QuantLib {
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    FlatForward::FlatForward(const Date& referenceDate,
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                             Handle<Quote> forward,
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                             const DayCounter& dayCounter,
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                             Compounding compounding,
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                             Frequency frequency)
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1.94k
    : YieldTermStructure(referenceDate, Calendar(), dayCounter), forward_(std::move(forward)),
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      compounding_(compounding), frequency_(frequency) {
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        registerWith(forward_);
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    }
Unexecuted instantiation: QuantLib::FlatForward::FlatForward(QuantLib::Date const&, QuantLib::Handle<QuantLib::Quote>, QuantLib::DayCounter const&, QuantLib::Compounding, QuantLib::Frequency)
QuantLib::FlatForward::FlatForward(QuantLib::Date const&, QuantLib::Handle<QuantLib::Quote>, QuantLib::DayCounter const&, QuantLib::Compounding, QuantLib::Frequency)
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1.94k
    : YieldTermStructure(referenceDate, Calendar(), dayCounter), forward_(std::move(forward)),
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      compounding_(compounding), frequency_(frequency) {
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        registerWith(forward_);
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    }
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    FlatForward::FlatForward(const Date& referenceDate,
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                             Rate forward,
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                             const DayCounter& dayCounter,
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                             Compounding compounding,
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                             Frequency frequency)
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    : YieldTermStructure(referenceDate, Calendar(), dayCounter),
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      forward_(ext::shared_ptr<Quote>(new SimpleQuote(forward))),
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      compounding_(compounding), frequency_(frequency) {}
Unexecuted instantiation: QuantLib::FlatForward::FlatForward(QuantLib::Date const&, double, QuantLib::DayCounter const&, QuantLib::Compounding, QuantLib::Frequency)
QuantLib::FlatForward::FlatForward(QuantLib::Date const&, double, QuantLib::DayCounter const&, QuantLib::Compounding, QuantLib::Frequency)
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13.4k
    : YieldTermStructure(referenceDate, Calendar(), dayCounter),
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      forward_(ext::shared_ptr<Quote>(new SimpleQuote(forward))),
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      compounding_(compounding), frequency_(frequency) {}
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    FlatForward::FlatForward(Natural settlementDays,
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                             const Calendar& calendar,
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                             Handle<Quote> forward,
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                             const DayCounter& dayCounter,
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                             Compounding compounding,
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                             Frequency frequency)
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    : YieldTermStructure(settlementDays, calendar, dayCounter), forward_(std::move(forward)),
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      compounding_(compounding), frequency_(frequency) {
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        registerWith(forward_);
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    }
Unexecuted instantiation: QuantLib::FlatForward::FlatForward(unsigned int, QuantLib::Calendar const&, QuantLib::Handle<QuantLib::Quote>, QuantLib::DayCounter const&, QuantLib::Compounding, QuantLib::Frequency)
Unexecuted instantiation: QuantLib::FlatForward::FlatForward(unsigned int, QuantLib::Calendar const&, QuantLib::Handle<QuantLib::Quote>, QuantLib::DayCounter const&, QuantLib::Compounding, QuantLib::Frequency)
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    FlatForward::FlatForward(Natural settlementDays,
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                             const Calendar& calendar,
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                             Rate forward,
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                             const DayCounter& dayCounter,
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                             Compounding compounding,
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                             Frequency frequency)
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    : YieldTermStructure(settlementDays, calendar, dayCounter),
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      forward_(ext::shared_ptr<Quote>(new SimpleQuote(forward))),
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      compounding_(compounding), frequency_(frequency) {}
Unexecuted instantiation: QuantLib::FlatForward::FlatForward(unsigned int, QuantLib::Calendar const&, double, QuantLib::DayCounter const&, QuantLib::Compounding, QuantLib::Frequency)
Unexecuted instantiation: QuantLib::FlatForward::FlatForward(unsigned int, QuantLib::Calendar const&, double, QuantLib::DayCounter const&, QuantLib::Compounding, QuantLib::Frequency)
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}