RelativeDateBootstrapHelper< TS > Class Template Referenceabstract

Bootstrap helper with date schedule relative to global evaluation date. More...

#include <ql/termstructures/bootstraphelper.hpp>

Inheritance diagram for RelativeDateBootstrapHelper< TS >:

Public Member Functions

 RelativeDateBootstrapHelper (const Handle< Quote > &quote)
 
 RelativeDateBootstrapHelper (Real quote)
 
Observer interface
void update ()
 
- Public Member Functions inherited from BootstrapHelper< TS >
 BootstrapHelper (const Handle< Quote > &quote)
 
 BootstrapHelper (Real quote)
 
const Handle< Quote > & quote () const
 
virtual Real impliedQuote () const =0
 
Real quoteError () const
 
virtual void setTermStructure (TS *)
 sets the term structure to be used for pricing
 
virtual Date earliestDate () const
 earliest relevant date
 
virtual Date latestDate () const
 latest relevant date
 
virtual void accept (AcyclicVisitor &)
 
- 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 > &)
 
Size unregisterWith (const boost::shared_ptr< Observable > &)
 
void unregisterWithAll ()
 
- Public Member Functions inherited from Observable
 Observable (const Observable &)
 
Observableoperator= (const Observable &)
 
void notifyObservers ()
 

Protected Member Functions

virtual void initializeDates ()=0
 

Protected Attributes

Date evaluationDate_
 
- Protected Attributes inherited from BootstrapHelper< TS >
Handle< Quotequote_
 
TS * termStructure_
 
Date earliestDate_
 
Date latestDate_
 

Detailed Description

template<class TS>
class QuantLib::RelativeDateBootstrapHelper< TS >

Bootstrap helper with date schedule relative to global evaluation date.

Derived classes must takes care of rebuilding the date schedule when the global evaluation date changes