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<b>QuantLib</b>::<a class="el" href="class_quant_lib_1_1_rate_helper.html">RateHelper</a></div>
<h1>RateHelper Class Reference</h1><!-- doxytag: class="QuantLib::RateHelper" --><!-- doxytag: inherits="QuantLib::Observer,QuantLib::Observable" --><code>#include <ql/TermStructures/piecewiseyieldcurve.hpp></code>
<p>
Inheritance diagram for RateHelper:<p><center><img src="class_quant_lib_1_1_rate_helper__inherit__graph.png" border="0" usemap="#_rate_helper__inherit__map" alt="Inheritance graph"></center>
<map name="_rate_helper__inherit__map">
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</map>
<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center><a href="class_quant_lib_1_1_rate_helper-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Base helper class for yield-curve bootstrapping.
<p>
This class provides an abstraction for the instruments used to bootstrap a term structure. It is advised that a rate helper for an instrument contains an instance of the actual instrument class to ensure consistancy between the algorithms used during bootstrapping and later instrument pricing. This is not yet fully enforced in the available rate helpers, though - only <a class="el" href="class_quant_lib_1_1_swap_rate_helper.html">SwapRateHelper</a> and <a class="el" href="class_quant_lib_1_1_fixed_coupon_bond_helper.html">FixedCouponBondHelper</a> contain their corresponding instrument for the time being.
<p>
<table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="293829b76ccab84cde96395664f8ab0f"></a><!-- doxytag: member="QuantLib::RateHelper::RateHelper" ref="293829b76ccab84cde96395664f8ab0f" args="(const Handle< Quote > &quote)" -->
</td><td class="memItemRight" valign="bottom"><b>RateHelper</b> (const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > &quote)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5b5c64791e9425ebc11fa2acd56a1872"></a><!-- doxytag: member="QuantLib::RateHelper::RateHelper" ref="5b5c64791e9425ebc11fa2acd56a1872" args="(Real quote)" -->
</td><td class="memItemRight" valign="bottom"><b>RateHelper</b> (<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> quote)</td></tr>
<tr><td colspan="2"><div class="groupHeader">RateHelper interface</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c3a1029ff977ca685030ce6c40c260c"></a><!-- doxytag: member="QuantLib::RateHelper::quoteError" ref="1c3a1029ff977ca685030ce6c40c260c" args="() const" -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>quoteError</b> () const</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d631d86736b0f203324d0d94e8223109"></a><!-- doxytag: member="QuantLib::RateHelper::referenceQuote" ref="d631d86736b0f203324d0d94e8223109" args="() const" -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>referenceQuote</b> () const</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="72fb73f9ead5e04a494b7d679fb409dc"></a><!-- doxytag: member="QuantLib::RateHelper::impliedQuote" ref="72fb73f9ead5e04a494b7d679fb409dc" args="() const=0" -->
virtual <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>impliedQuote</b> () const=0</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b225c094624ba6ede4b56d7e7b527906"></a><!-- doxytag: member="QuantLib::RateHelper::discountGuess" ref="b225c094624ba6ede4b56d7e7b527906" args="() const" -->
virtual <a class="el" href="group__types.html#g642a971a0bcbbd2fb26c35e1a06e5761">DiscountFactor</a> </td><td class="memItemRight" valign="bottom"><b>discountGuess</b> () const</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_rate_helper.html#a21644b6b97519570858378d7b3b5eb2">setTermStructure</a> (<a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> *)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">sets the term structure to be used for pricing <a href="#a21644b6b97519570858378d7b3b5eb2"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual <a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_rate_helper.html#930179720fe8083fd3c90ddd1752e5c3">earliestDate</a> () const</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">earliest relevant date <a href="#930179720fe8083fd3c90ddd1752e5c3"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual <a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_rate_helper.html#70d222a816c171e0bd9570349444f7e6">latestDate</a> () const</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">latest relevant date <a href="#70d222a816c171e0bd9570349444f7e6"></a><br></td></tr>
<tr><td colspan="2"><div class="groupHeader">Observer interface</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_rate_helper.html#cd36d7881ea8503d5c5824e7a5ad6c7e">update</a> ()</td></tr>
<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5d87a388f17e28809793d3f796120ffe"></a><!-- doxytag: member="QuantLib::RateHelper::quote_" ref="5d87a388f17e28809793d3f796120ffe" args="" -->
<a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > </td><td class="memItemRight" valign="bottom"><b>quote_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="22fe676ff252628a8015e8e9a45010d0"></a><!-- doxytag: member="QuantLib::RateHelper::termStructure_" ref="22fe676ff252628a8015e8e9a45010d0" args="" -->
<a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> * </td><td class="memItemRight" valign="bottom"><b>termStructure_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="32b2e7b78fba89f3b87e6c61b4e783a8"></a><!-- doxytag: member="QuantLib::RateHelper::earliestDate_" ref="32b2e7b78fba89f3b87e6c61b4e783a8" args="" -->
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>earliestDate_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7b3b450e2412f03562f6e3f43020b876"></a><!-- doxytag: member="QuantLib::RateHelper::latestDate_" ref="7b3b450e2412f03562f6e3f43020b876" args="" -->
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>latestDate_</b></td></tr>
</table>
<hr><h2>Member Function Documentation</h2>
<a class="anchor" name="a21644b6b97519570858378d7b3b5eb2"></a><!-- doxytag: member="QuantLib::RateHelper::setTermStructure" ref="a21644b6b97519570858378d7b3b5eb2" args="(YieldTermStructure *)" -->
<div class="memitem">
<div class="memproto">
<table class="memname">
<tr>
<td class="memname">virtual void setTermStructure </td>
<td>(</td>
<td class="paramtype"><a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> * </td>
<td class="paramname"> </td>
<td> ) </td>
<td width="100%"><code> [virtual]</code></td>
</tr>
</table>
</div>
<div class="memdoc">
<p>
sets the term structure to be used for pricing
<p>
<dl compact><dt><b><a class="el" href="caveats.html#_caveats000085">Warning:</a></b></dt><dd>Being a pointer and not a shared_ptr, the term structure is not guaranteed to remain allocated for the whole life of the rate helper. It is responsibility of the programmer to ensure that the pointer remains valid. It is advised that rate helpers be used only in term structure constructors, setting the term structure to <b>this</b>, i.e., the one being constructed. </dd></dl>
<p>
Reimplemented in <a class="el" href="class_quant_lib_1_1_fixed_coupon_bond_helper.html#128a17ae0d2d2b95a63f9c3f49d44c31">FixedCouponBondHelper</a>, and <a class="el" href="class_quant_lib_1_1_swap_rate_helper.html#128a17ae0d2d2b95a63f9c3f49d44c31">SwapRateHelper</a>.
</div>
</div><p>
<a class="anchor" name="930179720fe8083fd3c90ddd1752e5c3"></a><!-- doxytag: member="QuantLib::RateHelper::earliestDate" ref="930179720fe8083fd3c90ddd1752e5c3" args="() const" -->
<div class="memitem">
<div class="memproto">
<table class="memname">
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<td class="memname">virtual <a class="el" href="class_quant_lib_1_1_date.html">Date</a> earliestDate </td>
<td>(</td>
<td class="paramname"> </td>
<td> ) </td>
<td width="100%"> const<code> [virtual]</code></td>
</tr>
</table>
</div>
<div class="memdoc">
<p>
earliest relevant date
<p>
The earliest date at which discounts are needed by the helper in order to provide a quote.
</div>
</div><p>
<a class="anchor" name="70d222a816c171e0bd9570349444f7e6"></a><!-- doxytag: member="QuantLib::RateHelper::latestDate" ref="70d222a816c171e0bd9570349444f7e6" args="() const" -->
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<div class="memproto">
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<td class="memname">virtual <a class="el" href="class_quant_lib_1_1_date.html">Date</a> latestDate </td>
<td>(</td>
<td class="paramname"> </td>
<td> ) </td>
<td width="100%"> const<code> [virtual]</code></td>
</tr>
</table>
</div>
<div class="memdoc">
<p>
latest relevant date
<p>
The latest date at which discounts are needed by the helper in order to provide a quote. It does not necessarily equal the maturity of the underlying instrument.
<p>
Reimplemented in <a class="el" href="class_quant_lib_1_1_fixed_coupon_bond_helper.html#7a0400995f63278e99cf2afec5ccdc6d">FixedCouponBondHelper</a>.
</div>
</div><p>
<a class="anchor" name="cd36d7881ea8503d5c5824e7a5ad6c7e"></a><!-- doxytag: member="QuantLib::RateHelper::update" ref="cd36d7881ea8503d5c5824e7a5ad6c7e" args="()" -->
<div class="memitem">
<div class="memproto">
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<td class="memname">virtual void update </td>
<td>(</td>
<td class="paramname"> </td>
<td> ) </td>
<td width="100%"><code> [virtual]</code></td>
</tr>
</table>
</div>
<div class="memdoc">
<p>
This method must be implemented in derived classes. An instance of Observer does not call this method directly: instead, it will be called by the observables the instance registered with when they need to notify any changes.
<p>
Implements <a class="el" href="class_quant_lib_1_1_observer.html#99b02345a8a15d3c5ea2844a2253f510">Observer</a>.
<p>
Reimplemented in <a class="el" href="class_quant_lib_1_1_relative_date_rate_helper.html#c5c54df7ed3b930268c8d7752c101725">RelativeDateRateHelper</a>.
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