A free/open-source library for quantitative finance
BondHelper Class Reference
fixed-coupon bond helper More...
#include <ql/termstructures/yield/bondhelpers.hpp>
Inheritance diagram for BondHelper:
Public Member Functions | |
| BondHelper (const Handle< Quote > &cleanPrice, const boost::shared_ptr< Bond > &bond) | |
RateHelper interface | |
| Real | impliedQuote () const |
| void | setTermStructure (YieldTermStructure *) |
additional inspectors | |
| boost::shared_ptr< Bond > | bond () const |
Visitability | |
| void | accept (AcyclicVisitor &) |
 Public Member Functions inherited from BootstrapHelper< TS > | |
| BootstrapHelper (const Handle< Quote > "e) | |
| BootstrapHelper (Real quote) | |
| const Handle< Quote > & | quote () const |
| Real | quoteError () const |
| virtual void | setTermStructure (TS *) |
| sets the term structure to be used for pricing More... | |
| virtual Date | earliestDate () const |
| earliest relevant date More... | |
| virtual Date | latestDate () const |
| latest relevant date More... | |
| virtual void | update () |
| 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 Attributes | |
| boost::shared_ptr< Bond > | bond_ |
|
RelinkableHandle < YieldTermStructure > | termStructureHandle_ |
| Protected Attributes inherited from BootstrapHelper< TS > | |
| Handle< Quote > | quote_ |
| TS * | termStructure_ |
| Date | earliestDate_ |
| Date | latestDate_ |
Detailed Description
fixed-coupon bond helper
- Warning:
- This class assumes that the reference date does not change between calls of setTermStructure().
Constructor & Destructor Documentation
| BondHelper | ( | const Handle< Quote > & | cleanPrice, |
| const boost::shared_ptr< Bond > & | bond | ||
| ) |
- Warning:
- Setting a pricing engine to the passed bond from external code will cause the bootstrap to fail or to give wrong results. It is advised to discard the bond after creating the helper, so that the helper has sole ownership of it.