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QuantLib_RelativeDateBootstrapHelper

NAME

QuantLib::RelativeDateBootstrapHelper -

Bootstrap helper with date schedule relative to global evaluation date.

SYNOPSIS

#include <ql/termstructures/bootstraphelper.hpp>

Inherits QuantLib::BootstrapHelper< TS >.

Inherited by BMASwapRateHelper, CdsHelper, DepositRateHelper, FraRateHelper, OISRateHelper, and SwapRateHelper.

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

Author

Generated automatically by Doxygen for QuantLib from the source code.