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QuantLib_BondHelper
Langue: en
Version: 383502 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
Sommaire
NAME
QuantLib::BondHelper -fixed-coupon bond helper
SYNOPSIS
#include <ql/termstructures/yield/bondhelpers.hpp>
Inherits QuantLib::BootstrapHelper< YieldTermStructure >.
Inherited by FixedRateBondHelper.
Public Member Functions
BondHelper (const Handle< Quote > &cleanPrice, const boost::shared_ptr< Bond > &bond)
RateHelper interface
Real impliedQuote () const
void setTermStructure (YieldTermStructure *)
additional inspectors
boost::shared_ptr< Bond > bond () const
Visitability
void accept (AcyclicVisitor &)
Protected Attributes
boost::shared_ptr< Bond > bond_
RelinkableHandle< YieldTermStructure > termStructureHandle_
Detailed Description
fixed-coupon bond helper
Warning
- This class assumes that the reference date does not change between calls of setTermStructure().
Constructor & Destructor Documentation
BondHelper (const Handle< Quote > & cleanPrice, const boost::shared_ptr< Bond > & bond)Warning
- Setting a pricing engine to the passed bond from external code will cause the bootstrap to fail or to give wrong results. It is advised to discard the bond after creating the helper, so that the helper has sole ownership of it.
Author
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Contenus ©2006-2024 Benjamin Poulain
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