QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.6
Public Member Functions | Protected Attributes | List of all members
BondHelper Class Reference

Bond helper for curve bootstrap. More...

#include <ql/termstructures/yield/bondhelpers.hpp>

+ Inheritance diagram for BondHelper:

Public Member Functions

 BondHelper (const Handle< Quote > &price, const boost::shared_ptr< Bond > &bond, bool useCleanPrice=true)
 
RateHelper interface
Real impliedQuote () const
 
void setTermStructure (YieldTermStructure *)
 
Additional inspectors
boost::shared_ptr< Bondbond () const
 
bool useCleanPrice () const
 
Visitability
void accept (AcyclicVisitor &)
 
- Public Member Functions inherited from BootstrapHelper< TS >
 BootstrapHelper (const Handle< Quote > &quote)
 
 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 &)
 
Observeroperator= (const Observer &)
 
std::pair< std::set< boost::shared_ptr< Observable > >::iterator, bool > registerWith (const boost::shared_ptr< Observable > &)
 
void registerWithObservables (const boost::shared_ptr< Observer > &)
 
Size unregisterWith (const boost::shared_ptr< Observable > &)
 
void unregisterWithAll ()
 
- Public Member Functions inherited from Observable
 Observable (const Observable &)
 
Observableoperator= (const Observable &)
 
void notifyObservers ()
 

Protected Attributes

boost::shared_ptr< Bondbond_
 
RelinkableHandle< YieldTermStructuretermStructureHandle_
 
bool useCleanPrice_
 
- Protected Attributes inherited from BootstrapHelper< TS >
Handle< Quotequote_
 
TS * termStructure_
 
Date earliestDate_
 
Date latestDate_
 

Detailed Description

Bond helper for curve bootstrap.

Warning:
This class assumes that the reference date does not change between calls of setTermStructure().

Constructor & Destructor Documentation

BondHelper ( const Handle< Quote > &  price,
const boost::shared_ptr< Bond > &  bond,
bool  useCleanPrice = true 
)
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.