Bootstrap helper with date schedule relative to global evaluation date. More...
#include <ql/termstructures/bootstraphelper.hpp>
Public Member Functions | |
RelativeDateBootstrapHelper (const Handle< Quote > "e) | |
RelativeDateBootstrapHelper (Real quote) | |
Observer interface | |
void | update () |
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BootstrapHelper (const Handle< Quote > "e) | |
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 More... | |
virtual Date | earliestDate () const |
earliest relevant date More... | |
virtual Date | latestDate () const |
latest relevant date More... | |
virtual void | accept (AcyclicVisitor &) |
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Observer (const Observer &) | |
Observer & | operator= (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 () |
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Observable (const Observable &) | |
Observable & | operator= (const Observable &) |
void | notifyObservers () |
Protected Member Functions | |
virtual void | initializeDates ()=0 |
Protected Attributes | |
Date | evaluationDate_ |
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Handle< Quote > | quote_ |
TS * | termStructure_ |
Date | earliestDate_ |
Date | latestDate_ |
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
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virtual |
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.
Reimplemented from BootstrapHelper< TS >.
Reimplemented in CdsHelper.