RelativeDateBootstrapHelper< TS > Class Template Reference

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

#include <ql/termstructures/bootstraphelper.hpp>

Inheritance diagram for RelativeDateBootstrapHelper< TS >:

List of all members.

Public Member Functions

 RelativeDateBootstrapHelper (const Handle< Quote > &quote)
 RelativeDateBootstrapHelper (Real quote)
Observer interface
void update ()

Protected Member Functions

virtual void initializeDates ()=0

Protected Attributes

Date evaluationDate_

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


Member Function Documentation

void update ( ) [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.