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At 05:00 PM 1/8/2003 +0100, you 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
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