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 ext::shared_ptr< Bond > &bond, Bond::Price::Type priceType=Bond::Price::Clean)
QL_DEPRECATED	BondHelper (const Handle< Quote > &price, const ext::shared_ptr< Bond > &bond, bool useCleanPrice)
RateHelper interface
Real	impliedQuote () const
void	setTermStructure (YieldTermStructure *)
Additional inspectors
ext::shared_ptr< Bond >	bond () const
QL_DEPRECATED bool	useCleanPrice () const
Bond::Price::Type	priceType () const
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	maturityDate () const
	instrument's maturity date
virtual Date	latestRelevantDate () const
	latest relevant date More...
virtual Date	pillarDate () const
	pillar date
virtual Date	latestDate () const
	latest date More...
virtual void	update ()
Public Member Functions inherited from Observer
	Observer (const Observer &)
Observer &	operator= (const Observer &)
std::pair< iterator, bool >	registerWith (const ext::shared_ptr< Observable > &)
void	registerWithObservables (const ext::shared_ptr< Observer > &)
Size	unregisterWith (const ext::shared_ptr< Observable > &)
void	unregisterWithAll ()
virtual void	deepUpdate ()
Public Member Functions inherited from Observable
	Observable (const Observable &)
Observable &	operator= (const Observable &)
void	notifyObservers ()

Visitability
ext::shared_ptr< Bond >	bond_
RelinkableHandle< YieldTermStructure >	termStructureHandle_
Bond::Price::Type	priceType_
void	accept (AcyclicVisitor &)

Additional Inherited Members
Public Types inherited from Observer
typedef boost::unordered_set< ext::shared_ptr< Observable > >	set_type
typedef set_type::iterator	iterator
Protected Attributes inherited from BootstrapHelper< TS >
Handle< Quote >	quote_
TS *	termStructure_
Date	earliestDate_
Date	latestDate_
Date	maturityDate_
Date	latestRelevantDate_
Date	pillarDate_

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() [1/2]

BondHelper	(	const Handle< Quote > &	price,
		const ext::shared_ptr< Bond > &	bond,
		Bond::Price::Type	priceType = Bond::Price::Clean
	)

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.

BondHelper() [2/2]

QL_DEPRECATED BondHelper	(	const Handle< Quote > &	price,
		const ext::shared_ptr< Bond > &	bond,
		bool	useCleanPrice
	)

Deprecated:

Use the other overload instead. Deprecated in version 1.18.

Member Function Documentation

useCleanPrice()

bool useCleanPrice

(

)

const

Deprecated:

Use the priceType() method instead. Deprecated in version 1.18.