Fixed-coupon bond helper for curve bootstrap. More...
#include <ql/termstructures/yield/bondhelpers.hpp>
Public Member Functions | |
FixedRateBondHelper (const Handle< Quote > &price, Natural settlementDays, Real faceAmount, const Schedule &schedule, const std::vector< Rate > &coupons, const DayCounter &dayCounter, BusinessDayConvention paymentConv=Following, Real redemption=100.0, const Date &issueDate=Date(), const Calendar &paymentCalendar=Calendar(), const Period &exCouponPeriod=Period(), const Calendar &exCouponCalendar=Calendar(), const BusinessDayConvention exCouponConvention=Unadjusted, bool exCouponEndOfMonth=false, const bool useCleanPrice=true) | |
Additional inspectors | |
boost::shared_ptr< FixedRateBond > | fixedRateBond () const |
Visitability | |
void | accept (AcyclicVisitor &) |
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BondHelper (const Handle< Quote > &price, const boost::shared_ptr< Bond > &bond, bool useCleanPrice=true) | |
Real | impliedQuote () const |
void | setTermStructure (YieldTermStructure *) |
boost::shared_ptr< Bond > | bond () const |
bool | useCleanPrice () const |
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BootstrapHelper (const Handle< Quote > "e) | |
BootstrapHelper (Real quote) | |
const Handle< Quote > & | quote () const |
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 | update () |
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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 Attributes | |
boost::shared_ptr< FixedRateBond > | fixedRateBond_ |
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boost::shared_ptr< Bond > | bond_ |
RelinkableHandle < YieldTermStructure > | termStructureHandle_ |
bool | useCleanPrice_ |
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Handle< Quote > | quote_ |
TS * | termStructure_ |
Date | earliestDate_ |
Date | latestDate_ |
Fixed-coupon bond helper for curve bootstrap.