BondHelper Class Reference

Bond helper for curve bootstrap. More...

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

Inheritance diagram for BondHelper:

Public Member Functions
	BondHelper (const Handle< Quote > &price, const ext::shared_ptr< Bond > &bond, Bond::Price::Type priceType=Bond::Price::Clean)
RateHelper interface
Real	impliedQuote () const override
void	setTermStructure (YieldTermStructure *) override
	sets the term structure to be used for pricing
Additional inspectors
ext::shared_ptr< Bond >	bond () const
Bond::Price::Type	priceType () const
Public Member Functions inherited from BootstrapHelper< YieldTermStructure >
	BootstrapHelper (const std::variant< Spread, Handle< Quote > > &quote)
const Handle< Quote > &	quote () const
Real	quoteError () const
virtual Date	earliestDate () const
	earliest relevant date
virtual Date	maturityDate () const
	instrument's maturity date
virtual Date	latestRelevantDate () const
	latest relevant date
virtual Date	pillarDate () const
	pillar date
virtual Date	latestDate () const
	latest date
void	update () override
Public Member Functions inherited from Observer
	Observer (const Observer &)
Observer &	operator= (const Observer &)
std::pair< iterator, bool >	registerWith (const ext::shared_ptr< Observable > &)
void	registerWithObservables (const ext::shared_ptr< Observer > &)
Size	unregisterWith (const ext::shared_ptr< Observable > &)
void	unregisterWithAll ()
virtual void	deepUpdate ()
Public Member Functions inherited from Observable
	Observable (const Observable &)
Observable &	operator= (const Observable &)
	Observable (Observable &&)=delete
Observable &	operator= (Observable &&)=delete
void	notifyObservers ()

Visitability
ext::shared_ptr< Bond >	bond_
RelinkableHandle< YieldTermStructure >	termStructureHandle_
Bond::Price::Type	priceType_
void	accept (AcyclicVisitor &) override

Additional Inherited Members
Public Types inherited from Observer
typedef set_type::iterator	iterator
Handle< Quote >	quote_
YieldTermStructure *	termStructure_
Date	earliestDate_
Date	latestDate_
Date	maturityDate_
Date	latestRelevantDate_
Date	pillarDate_

Detailed Description

Bond helper for curve bootstrap.

Warning

This class assumes that the reference date does not change between calls of setTermStructure().

Constructor & Destructor Documentation

BondHelper()

BondHelper	(	const Handle< Quote > &	price,
		const ext::shared_ptr< Bond > &	bond,
		Bond::Price::Type	priceType = Bond::Price::Clean )

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.

Member Function Documentation

impliedQuote()

Real impliedQuote ( ) const

overridevirtual

Implements BootstrapHelper< YieldTermStructure >.

setTermStructure()

void setTermStructure ( YieldTermStructure * )

overridevirtual

sets the term structure to be used for pricing

Warning

Being a pointer and not a shared_ptr, the term structure is not guaranteed to remain allocated for the whole life of the rate helper. It is responsibility of the programmer to ensure that the pointer remains valid. It is advised that this method is called only inside the term structure being bootstrapped, setting the pointer to this, i.e., the term structure itself.

Reimplemented from BootstrapHelper< YieldTermStructure >.

accept()

void accept ( AcyclicVisitor & )

overridevirtual

Reimplemented from BootstrapHelper< YieldTermStructure >.