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From: Ferdinando A. <na...@qu...> - 2003-01-08 16:08:39
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Luigi wrote: >It is not really necessary for ZeroSpreadedTermStructure to implement >forwardImpl(); the same goes for ForwardSpreadedTermStructure and >zeroYieldImpl(). However, while the spread is constant it is more >efficient to implement both---especially in the case of >ForwardSpreadedTermStructure, since the default zeroYieldImpl(t) would >perform a numerical integration of the forwards from 0 to t. could we add this as comment/documentation in the source code? ciao -- Nando |