## Spread

Subtype of MethodCorresponds to the SpreadFittingMethod method in QuantLib.

Fits a spread curve on top of a discount function according to given parametric method.

The resulting discount factor

**for maturity**

*P(T)***is calculated as follows:**

*T*

*P(T) = ƒ(α,T)D(T)/D(T0) ]*where

**is the discount factor as calculated by the referenced fitting method and**

*ƒ(α,T)***is the discount factor emerged from the given discount curve.**

*D(T)***is the reference date used in the construction of the fitted curve.**

*T0*The denominator

**will be other than 1 only if it**

*D(T0)***differs from the reference date of the discount curve.**

*T0*The parameter ordering is that of the referenced parametric method.