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<img alt="QuantLib" src="QL-title.jpg"></a>
<div id="projectbrief">A free/open-source library for quantitative finance</div>
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<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_bootstrap_helper.html">BootstrapHelper</a></li> </ul>
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<div class="header">
<div class="summary">
<a href="#pub-methods">Public Member Functions</a> |
<a href="class_quant_lib_1_1_bootstrap_helper-members.html">List of all members</a> </div>
<div class="headertitle">
<div class="title">BootstrapHelper< TS > Class Template Reference<span class="mlabels"><span class="mlabel">abstract</span></span></div> </div>
</div><!--header-->
<div class="contents">
<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 id="dynsection-0" onclick="return toggleVisibility(this)" class="dynheader closed" style="cursor:pointer;">
<img id="dynsection-0-trigger" src="closed.png" alt="+"/> Inheritance diagram for BootstrapHelper< TS >:</div>
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<div class="center"><img src="class_quant_lib_1_1_bootstrap_helper__inherit__graph.png" border="0" usemap="#a_bootstrap_helper_3_01_t_s_01_4_inherit__map" alt="Inheritance graph"/></div>
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<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr class="memitem:a1299b8acb0c37531455f26756650dcdd"><td class="memItemLeft" align="right" valign="top"><a id="a1299b8acb0c37531455f26756650dcdd"></a>
 </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 class="separator:a1299b8acb0c37531455f26756650dcdd"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a7e2d8f3f54ffbebf7627f11beb8b0dd2"><td class="memItemLeft" align="right" valign="top"><a id="a7e2d8f3f54ffbebf7627f11beb8b0dd2"></a>
 </td><td class="memItemRight" valign="bottom"><b>BootstrapHelper</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> quote)</td></tr>
<tr class="separator:a7e2d8f3f54ffbebf7627f11beb8b0dd2"><td class="memSeparator" colspan="2"> </td></tr>
<tr><td colspan="2"><div class="groupHeader">BootstrapHelper interface</div></td></tr>
<tr class="memitem:a8c738ca5eca5685f2b9b922ff4d7f42d"><td class="memItemLeft" align="right" valign="top"><a id="a8c738ca5eca5685f2b9b922ff4d7f42d"></a>
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 class="separator:a8c738ca5eca5685f2b9b922ff4d7f42d"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a084bbc018cd8351e5acbe2f64d153efa"><td class="memItemLeft" align="right" valign="top"><a id="a084bbc018cd8351e5acbe2f64d153efa"></a>
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 class="separator:a084bbc018cd8351e5acbe2f64d153efa"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a1c3a1029ff977ca685030ce6c40c260c"><td class="memItemLeft" align="right" valign="top"><a id="a1c3a1029ff977ca685030ce6c40c260c"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>quoteError</b> () const</td></tr>
<tr class="separator:a1c3a1029ff977ca685030ce6c40c260c"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ac8bb5ca2d4e7d7754be9f69e43a054ce"><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 class="memdesc:ac8bb5ca2d4e7d7754be9f69e43a054ce"><td class="mdescLeft"> </td><td class="mdescRight">sets the term structure to be used for pricing <a href="class_quant_lib_1_1_bootstrap_helper.html#ac8bb5ca2d4e7d7754be9f69e43a054ce">More...</a><br /></td></tr>
<tr class="separator:ac8bb5ca2d4e7d7754be9f69e43a054ce"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a50e4b359985581c76ece49bccd7b98b6"><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#a50e4b359985581c76ece49bccd7b98b6">earliestDate</a> () const</td></tr>
<tr class="memdesc:a50e4b359985581c76ece49bccd7b98b6"><td class="mdescLeft"> </td><td class="mdescRight">earliest relevant date <a href="class_quant_lib_1_1_bootstrap_helper.html#a50e4b359985581c76ece49bccd7b98b6">More...</a><br /></td></tr>
<tr class="separator:a50e4b359985581c76ece49bccd7b98b6"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aac5552a21a8f6cef232e50d4834dd6e7"><td class="memItemLeft" align="right" valign="top"><a id="aac5552a21a8f6cef232e50d4834dd6e7"></a>
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#aac5552a21a8f6cef232e50d4834dd6e7">maturityDate</a> () const</td></tr>
<tr class="memdesc:aac5552a21a8f6cef232e50d4834dd6e7"><td class="mdescLeft"> </td><td class="mdescRight">instrument's maturity date <br /></td></tr>
<tr class="separator:aac5552a21a8f6cef232e50d4834dd6e7"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ab070ea5a7b59dfe4b5da06951f005f1a"><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#ab070ea5a7b59dfe4b5da06951f005f1a">latestRelevantDate</a> () const</td></tr>
<tr class="memdesc:ab070ea5a7b59dfe4b5da06951f005f1a"><td class="mdescLeft"> </td><td class="mdescRight">latest relevant date <a href="class_quant_lib_1_1_bootstrap_helper.html#ab070ea5a7b59dfe4b5da06951f005f1a">More...</a><br /></td></tr>
<tr class="separator:ab070ea5a7b59dfe4b5da06951f005f1a"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a79b8bd6a804eb9eef0ff63ec22a0128c"><td class="memItemLeft" align="right" valign="top"><a id="a79b8bd6a804eb9eef0ff63ec22a0128c"></a>
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#a79b8bd6a804eb9eef0ff63ec22a0128c">pillarDate</a> () const</td></tr>
<tr class="memdesc:a79b8bd6a804eb9eef0ff63ec22a0128c"><td class="mdescLeft"> </td><td class="mdescRight">pillar date <br /></td></tr>
<tr class="separator:a79b8bd6a804eb9eef0ff63ec22a0128c"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a7a0400995f63278e99cf2afec5ccdc6d"><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#a7a0400995f63278e99cf2afec5ccdc6d">latestDate</a> () const</td></tr>
<tr class="memdesc:a7a0400995f63278e99cf2afec5ccdc6d"><td class="mdescLeft"> </td><td class="mdescRight">latest date <a href="class_quant_lib_1_1_bootstrap_helper.html#a7a0400995f63278e99cf2afec5ccdc6d">More...</a><br /></td></tr>
<tr class="separator:a7a0400995f63278e99cf2afec5ccdc6d"><td class="memSeparator" colspan="2"> </td></tr>
<tr><td colspan="2"><div class="groupHeader">Observer interface</div></td></tr>
<tr class="memitem:ac5c54df7ed3b930268c8d7752c101725"><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 class="separator:ac5c54df7ed3b930268c8d7752c101725"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_observer"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_observer')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td></tr>
<tr class="memitem:af6a9d3ca0b7f388f3b7ccb1eccf11f63 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="af6a9d3ca0b7f388f3b7ccb1eccf11f63"></a>
 </td><td class="memItemRight" valign="bottom"><b>Observer</b> (const <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> &)</td></tr>
<tr class="separator:af6a9d3ca0b7f388f3b7ccb1eccf11f63 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a6810b3645967da11d5f5d4804d37bacc inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a6810b3645967da11d5f5d4804d37bacc"></a>
<a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> & </td><td class="memItemRight" valign="bottom"><b>operator=</b> (const <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> &)</td></tr>
<tr class="separator:a6810b3645967da11d5f5d4804d37bacc inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aa6ade205ed506bf712da2704f80a73a0 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="aa6ade205ed506bf712da2704f80a73a0"></a>
std::pair< iterator, bool > </td><td class="memItemRight" valign="bottom"><b>registerWith</b> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > &)</td></tr>
<tr class="separator:aa6ade205ed506bf712da2704f80a73a0 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a51d57eb97a3a57312a47bda29235f182 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observer.html#a51d57eb97a3a57312a47bda29235f182">registerWithObservables</a> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> > &)</td></tr>
<tr class="separator:a51d57eb97a3a57312a47bda29235f182 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a4ce7359ad0f73a54dba555be24855804 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a4ce7359ad0f73a54dba555be24855804"></a>
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>unregisterWith</b> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > &)</td></tr>
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void </td><td class="memItemRight" valign="bottom"><b>unregisterWithAll</b> ()</td></tr>
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<tr class="memitem:a3d53f9669c128dadc74a5d044a7c8e68 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observer.html#a3d53f9669c128dadc74a5d044a7c8e68">deepUpdate</a> ()</td></tr>
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<tr class="inherit_header pub_methods_class_quant_lib_1_1_observable"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_observable')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td></tr>
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 </td><td class="memItemRight" valign="bottom"><b>Observable</b> (const <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> &)</td></tr>
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<tr class="memitem:a522aacdd0f2408fe5e46527a6db999b4 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top"><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observable.html#a522aacdd0f2408fe5e46527a6db999b4">operator=</a> (const <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> &)</td></tr>
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<tr class="memitem:a397546715bfc5aedd1d16dd202a19d4c inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observable.html#a397546715bfc5aedd1d16dd202a19d4c">notifyObservers</a> ()</td></tr>
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<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="member-group"></a>
Visitability</h2></td></tr>
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<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>
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TS * </td><td class="memItemRight" valign="bottom"><b>termStructure_</b></td></tr>
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<tr class="memitem:a32b2e7b78fba89f3b87e6c61b4e783a8"><td class="memItemLeft" align="right" valign="top"><a id="a32b2e7b78fba89f3b87e6c61b4e783a8"></a>
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>earliestDate_</b></td></tr>
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<tr class="memitem:a7b3b450e2412f03562f6e3f43020b876"><td class="memItemLeft" align="right" valign="top"><a id="a7b3b450e2412f03562f6e3f43020b876"></a>
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>latestDate_</b></td></tr>
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<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>maturityDate_</b></td></tr>
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<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>latestRelevantDate_</b></td></tr>
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<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>pillarDate_</b></td></tr>
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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>
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Additional Inherited Members</h2></td></tr>
<tr class="inherit_header pub_types_class_quant_lib_1_1_observer"><td colspan="2" onclick="javascript:toggleInherit('pub_types_class_quant_lib_1_1_observer')"><img src="closed.png" alt="-"/> Public Types inherited from <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td></tr>
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typedef boost::unordered_set< ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > > </td><td class="memItemRight" valign="bottom"><b>set_type</b></td></tr>
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typedef set_type::iterator </td><td class="memItemRight" valign="bottom"><b>iterator</b></td></tr>
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<a name="details" id="details"></a><h2 class="groupheader">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><h2 class="groupheader">Member Function Documentation</h2>
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<h2 class="memtitle"><span class="permalink"><a href="#ac8bb5ca2d4e7d7754be9f69e43a054ce">◆ </a></span>setTermStructure()</h2>
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<td class="memname">void setTermStructure </td>
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<p>sets the term structure to be used for pricing </p>
<dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000156">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>
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<h2 class="memtitle"><span class="permalink"><a href="#a50e4b359985581c76ece49bccd7b98b6">◆ </a></span>earliestDate()</h2>
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<td class="memname"><a class="el" href="class_quant_lib_1_1_date.html">Date</a> earliestDate</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>
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<h2 class="memtitle"><span class="permalink"><a href="#ab070ea5a7b59dfe4b5da06951f005f1a">◆ </a></span>latestRelevantDate()</h2>
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<td class="memname"><a class="el" href="class_quant_lib_1_1_date.html">Date</a> latestRelevantDate</td>
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<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>
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<h2 class="memtitle"><span class="permalink"><a href="#a7a0400995f63278e99cf2afec5ccdc6d">◆ </a></span>latestDate()</h2>
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<td class="memname"><a class="el" href="class_quant_lib_1_1_date.html">Date</a> latestDate</td>
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<p>latest date </p>
<p>equal to <a class="el" href="class_quant_lib_1_1_bootstrap_helper.html#a79b8bd6a804eb9eef0ff63ec22a0128c" title="pillar date">pillarDate()</a> </p>
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<h2 class="memtitle"><span class="permalink"><a href="#ac5c54df7ed3b930268c8d7752c101725">◆ </a></span>update()</h2>
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<td class="memname">void update </td>
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<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_cds_helper.html#ac5c54df7ed3b930268c8d7752c101725">CdsHelper</a>, and <a class="el" href="class_quant_lib_1_1_relative_date_bootstrap_helper.html#ac5c54df7ed3b930268c8d7752c101725">RelativeDateBootstrapHelper< TS ></a>.</p>
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