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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<!-- doxytag: class="QuantLib::BootstrapHelper" --><!-- doxytag: inherits="QuantLib::Observer,QuantLib::Observable" -->
<p>Base helper class for bootstrapping.
<a href="class_quant_lib_1_1_bootstrap_helper.html#details">More...</a></p>
<p><code>#include <ql/termstructures/bootstraphelper.hpp></code></p>
<div class="dynheader">
Inheritance diagram for BootstrapHelper< TS >:</div>
<div class="dyncontent">
<div class="center"><img src="class_quant_lib_1_1_bootstrap_helper__inherit__graph.png" border="0" usemap="#_bootstrap_helper_3_01_t_s_01_4_inherit__map" alt="Inheritance graph"/></div>
<map name="_bootstrap_helper_3_01_t_s_01_4_inherit__map" id="_bootstrap_helper_3_01_t_s_01_4_inherit__map">
<area shape="rect" id="node7" href="class_quant_lib_1_1_bond_helper.html" title="fixed-coupon bond helper" alt="" coords="372,5,596,35"/><area shape="rect" id="node9" href="class_quant_lib_1_1_dated_o_i_s_rate_helper.html" title="Rate helper for bootstrapping over Overnight Indexed Swap rates." alt="" coords="345,58,623,89"/><area shape="rect" id="node11" href="class_quant_lib_1_1_futures_rate_helper.html" title="Rate helper for bootstrapping over IborIndex futures prices." alt="" coords="352,111,616,142"/><area shape="rect" id="node13" href="class_quant_lib_1_1_relative_date_bootstrap_helper.html" title="Bootstrap helper with date schedule relative to global evaluation date." alt="" coords="369,165,599,195"/><area shape="rect" id="node2" href="class_quant_lib_1_1_observer.html" title="Object that gets notified when a given observable changes." alt="" coords="12,58,87,89"/><area shape="rect" id="node4" href="class_quant_lib_1_1_observable.html" title="Object that notifies its changes to a set of observers." alt="" coords="5,111,93,142"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<p><a href="class_quant_lib_1_1_bootstrap_helper-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1299b8acb0c37531455f26756650dcdd"></a><!-- doxytag: member="QuantLib::BootstrapHelper::BootstrapHelper" ref="a1299b8acb0c37531455f26756650dcdd" args="(const Handle< Quote > &quote)" -->
 </td><td class="memItemRight" valign="bottom"><b>BootstrapHelper</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" align="right" valign="top"><a class="anchor" id="a7e2d8f3f54ffbebf7627f11beb8b0dd2"></a><!-- doxytag: member="QuantLib::BootstrapHelper::BootstrapHelper" ref="a7e2d8f3f54ffbebf7627f11beb8b0dd2" args="(Real quote)" -->
 </td><td class="memItemRight" valign="bottom"><b>BootstrapHelper</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> quote)</td></tr>
<tr><td colspan="2"><div class="groupHeader">BootstrapHelper interface</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac5a35226b59767c5acae1382d10f72de"></a><!-- doxytag: member="QuantLib::BootstrapHelper::quote" ref="ac5a35226b59767c5acae1382d10f72de" args="() const " -->
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> > & </td><td class="memItemRight" valign="bottom"><b>quote</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a084bbc018cd8351e5acbe2f64d153efa"></a><!-- doxytag: member="QuantLib::BootstrapHelper::impliedQuote" ref="a084bbc018cd8351e5acbe2f64d153efa" args="() const =0" -->
virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>impliedQuote</b> () const =0</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="acc00c84d3345895f7c21eb647d1a165d"></a><!-- doxytag: member="QuantLib::BootstrapHelper::quoteError" ref="acc00c84d3345895f7c21eb647d1a165d" args="() const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>quoteError</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bootstrap_helper.html#ac8bb5ca2d4e7d7754be9f69e43a054ce">setTermStructure</a> (TS *)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">sets the term structure to be used for pricing <a href="#ac8bb5ca2d4e7d7754be9f69e43a054ce"></a><br/></td></tr>
<tr><td class="memItemLeft" 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_bootstrap_helper.html#a4f214cc42c56e72b46e5eb1169d09c85">earliestDate</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">earliest relevant date <a href="#a4f214cc42c56e72b46e5eb1169d09c85"></a><br/></td></tr>
<tr><td class="memItemLeft" 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_bootstrap_helper.html#a222b6622639b9f88498559ff0cbc1cf5">latestDate</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">latest relevant date <a href="#a222b6622639b9f88498559ff0cbc1cf5"></a><br/></td></tr>
<tr><td colspan="2"><div class="groupHeader">Observer interface</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bootstrap_helper.html#ac5c54df7ed3b930268c8d7752c101725">update</a> ()</td></tr>
<tr><td colspan="2"><div class="groupHeader">Visitability</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1d7eaf2f5dccce1c7781b54d64ba4a07"></a><!-- doxytag: member="QuantLib::BootstrapHelper::accept" ref="a1d7eaf2f5dccce1c7781b54d64ba4a07" args="(AcyclicVisitor &)" -->
virtual void </td><td class="memItemRight" valign="bottom"><b>accept</b> (<a class="el" href="class_quant_lib_1_1_acyclic_visitor.html">AcyclicVisitor</a> &)</td></tr>
<tr><td colspan="2"><h2><a name="pro-attribs"></a>
Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5d87a388f17e28809793d3f796120ffe"></a><!-- doxytag: member="QuantLib::BootstrapHelper::quote_" ref="a5d87a388f17e28809793d3f796120ffe" 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" align="right" valign="top"><a class="anchor" id="ab8dd7251ae853867524318d16decff5d"></a><!-- doxytag: member="QuantLib::BootstrapHelper::termStructure_" ref="ab8dd7251ae853867524318d16decff5d" args="" -->
TS * </td><td class="memItemRight" valign="bottom"><b>termStructure_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a32b2e7b78fba89f3b87e6c61b4e783a8"></a><!-- doxytag: member="QuantLib::BootstrapHelper::earliestDate_" ref="a32b2e7b78fba89f3b87e6c61b4e783a8" 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" align="right" valign="top"><a class="anchor" id="a7b3b450e2412f03562f6e3f43020b876"></a><!-- doxytag: member="QuantLib::BootstrapHelper::latestDate_" ref="a7b3b450e2412f03562f6e3f43020b876" 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/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><h3>template<class TS><br/>
class QuantLib::BootstrapHelper< TS ></h3>
<p>Base helper class for bootstrapping. </p>
<p>This class provides an abstraction for the instruments used to bootstrap a term structure.</p>
<p>It is advised that a bootstrap 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 bootstrap helpers. </p>
</div><hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="ac8bb5ca2d4e7d7754be9f69e43a054ce"></a><!-- doxytag: member="QuantLib::BootstrapHelper::setTermStructure" ref="ac8bb5ca2d4e7d7754be9f69e43a054ce" args="(TS *)" -->
<div class="memitem">
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<td class="memname">void <a class="el" href="class_quant_lib_1_1_bootstrap_helper.html#ac8bb5ca2d4e7d7754be9f69e43a054ce">setTermStructure</a> </td>
<td>(</td>
<td class="paramtype">TS * </td>
<td class="paramname"><em>t</em></td><td>)</td>
<td><code> [virtual]</code></td>
</tr>
</table>
</div>
<div class="memdoc">
<p>sets the term structure to be used for pricing </p>
<dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000107">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 this method is called only inside the term structure being bootstrapped, setting the pointer to <b>this</b>, i.e., the term structure itself. </dd></dl>
<p>Reimplemented in <a class="el" href="class_quant_lib_1_1_year_on_year_inflation_swap_helper.html#aeeeff42ebf958777b9b9ccd43b92ea8a">YearOnYearInflationSwapHelper</a>, <a class="el" href="class_quant_lib_1_1_yo_y_optionlet_helper.html#a464b4c5152e08c1ba4be3b8c3822aef6">YoYOptionletHelper</a>, and <a class="el" href="class_quant_lib_1_1_zero_coupon_inflation_swap_helper.html#a70ad3f5015feaac40fbe9ccb8cc04ee4">ZeroCouponInflationSwapHelper</a>.</p>
</div>
</div>
<a class="anchor" id="a4f214cc42c56e72b46e5eb1169d09c85"></a><!-- doxytag: member="QuantLib::BootstrapHelper::earliestDate" ref="a4f214cc42c56e72b46e5eb1169d09c85" args="() const " -->
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<td class="memname"><a class="el" href="class_quant_lib_1_1_date.html">Date</a> <a class="el" href="class_quant_lib_1_1_bootstrap_helper.html#a4f214cc42c56e72b46e5eb1169d09c85">earliestDate</a> </td>
<td>(</td>
<td class="paramname"></td><td>)</td>
<td> const<code> [virtual]</code></td>
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<p>earliest relevant date </p>
<p>The earliest date at which data are needed by the helper in order to provide a quote. </p>
</div>
</div>
<a class="anchor" id="a222b6622639b9f88498559ff0cbc1cf5"></a><!-- doxytag: member="QuantLib::BootstrapHelper::latestDate" ref="a222b6622639b9f88498559ff0cbc1cf5" args="() const " -->
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<td class="memname"><a class="el" href="class_quant_lib_1_1_date.html">Date</a> <a class="el" href="class_quant_lib_1_1_bootstrap_helper.html#a222b6622639b9f88498559ff0cbc1cf5">latestDate</a> </td>
<td>(</td>
<td class="paramname"></td><td>)</td>
<td> const<code> [virtual]</code></td>
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</table>
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<div class="memdoc">
<p>latest relevant date </p>
<p>The latest date at which data are needed by the helper in order to provide a quote. It does not necessarily equal the maturity of the underlying instrument. </p>
</div>
</div>
<a class="anchor" id="ac5c54df7ed3b930268c8d7752c101725"></a><!-- doxytag: member="QuantLib::BootstrapHelper::update" ref="ac5c54df7ed3b930268c8d7752c101725" args="()" -->
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<td class="memname">void <a class="el" href="class_quant_lib_1_1_bootstrap_helper.html#ac5c54df7ed3b930268c8d7752c101725">update</a> </td>
<td>(</td>
<td class="paramname"></td><td>)</td>
<td><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>
<p>Implements <a class="el" href="class_quant_lib_1_1_observer.html#a99b02345a8a15d3c5ea2844a2253f510">Observer</a>.</p>
<p>Reimplemented in <a class="el" href="class_quant_lib_1_1_relative_date_bootstrap_helper.html#ac5c54df7ed3b930268c8d7752c101725">RelativeDateBootstrapHelper< TS ></a>, and <a class="el" href="class_quant_lib_1_1_cds_helper.html#ac5c54df7ed3b930268c8d7752c101725">CdsHelper</a>.</p>
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