QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.8
Public Member Functions | Protected Attributes | List of all members
FixedRateBondHelper Class Reference

Fixed-coupon bond helper for curve bootstrap. More...

#include <ql/termstructures/yield/bondhelpers.hpp>

+ Inheritance diagram for FixedRateBondHelper:

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< FixedRateBondfixedRateBond () const
 
Visitability
void accept (AcyclicVisitor &)
 
- Public Member Functions inherited from BondHelper
 BondHelper (const Handle< Quote > &price, const boost::shared_ptr< Bond > &bond, bool useCleanPrice=true)
 
Real impliedQuote () const
 
void setTermStructure (YieldTermStructure *)
 
boost::shared_ptr< Bondbond () const
 
bool useCleanPrice () const
 
- Public Member Functions inherited from BootstrapHelper< TS >
 BootstrapHelper (const Handle< Quote > &quote)
 
 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 maturityDate () const
 instrument's maturity date
 
virtual Date latestRelevantDate () const
 latest relevant date More...
 
virtual Date pillarDate () const
 pillar date
 
virtual Date latestDate () const
 latest date More...
 
virtual void update ()
 
- Public Member Functions inherited from Observer
 Observer (const Observer &)
 
Observeroperator= (const Observer &)
 
std::pair< iterator, bool > registerWith (const boost::shared_ptr< Observable > &)
 
void registerWithObservables (const boost::shared_ptr< Observer > &)
 
Size unregisterWith (const boost::shared_ptr< Observable > &)
 
void unregisterWithAll ()
 
- Public Member Functions inherited from Observable
 Observable (const Observable &)
 
Observableoperator= (const Observable &)
 
void notifyObservers ()
 

Protected Attributes

boost::shared_ptr< FixedRateBondfixedRateBond_
 
- Protected Attributes inherited from BondHelper
boost::shared_ptr< Bondbond_
 
RelinkableHandle< YieldTermStructuretermStructureHandle_
 
bool useCleanPrice_
 
- Protected Attributes inherited from BootstrapHelper< TS >
Handle< Quotequote_
 
TS * termStructure_
 
Date earliestDate_
 
Date latestDate_
 
Date maturityDate_
 
Date latestRelevantDate_
 
Date pillarDate_
 

Additional Inherited Members

- Public Types inherited from Observer
typedef std::set< boost::shared_ptr< Observable > > set_type
 
typedef set_type::iterator iterator
 

Detailed Description

Fixed-coupon bond helper for curve bootstrap.

Examples:
Bonds.cpp, and FittedBondCurve.cpp.