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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