RelativeDateBootstrapHelper< TS > Class Template Reference

Bootstrap helper with date schedule relative to global evaluation date. More...

#include <ql/termstructures/bootstraphelper.hpp>

Inheritance diagram for RelativeDateBootstrapHelper< TS >:

Public Member Functions
	RelativeDateBootstrapHelper (const Handle< Quote > &quote)
	RelativeDateBootstrapHelper (Real quote)
Observer interface
void	update ()
Public Member Functions inherited from BootstrapHelper< TS >
	BootstrapHelper (const Handle< Quote > &quote)
	BootstrapHelper (Real quote)
const Handle< Quote > &	quote () const
virtual Real	impliedQuote () const =0
Real	quoteError () const
virtual void	setTermStructure (TS *)
	sets the term structure to be used for pricing
virtual Date	earliestDate () const
	earliest relevant date
virtual Date	latestDate () const
	latest relevant date
virtual void	accept (AcyclicVisitor &)
Public Member Functions inherited from Observer
	Observer (const Observer &)
Observer &	operator= (const Observer &)
std::pair< std::set < boost::shared_ptr < Observable > >::iterator, bool >	registerWith (const boost::shared_ptr< Observable > &)
Size	unregisterWith (const boost::shared_ptr< Observable > &)
void	unregisterWithAll ()
Public Member Functions inherited from Observable
	Observable (const Observable &)
Observable &	operator= (const Observable &)
void	notifyObservers ()

Protected Member Functions
virtual void	initializeDates ()=0

Protected Attributes
Date	evaluationDate_
Protected Attributes inherited from BootstrapHelper< TS >
Handle< Quote >	quote_
TS *	termStructure_
Date	earliestDate_
Date	latestDate_

Detailed Description

template<class TS>
class QuantLib::RelativeDateBootstrapHelper< TS >

Bootstrap helper with date schedule relative to global evaluation date.

Derived classes must takes care of rebuilding the date schedule when the global evaluation date changes