CPIBondHelper Class Reference

CPI bond helper for curve bootstrap. More...

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

Inheritance diagram for CPIBondHelper:

Public Member Functions
	CPIBondHelper (const Handle< Quote > &price, Natural settlementDays, Real faceAmount, Real baseCPI, const Period &observationLag, const ext::shared_ptr< ZeroInflationIndex > &cpiIndex, CPI::InterpolationType observationInterpolation, Schedule schedule, const std::vector< Rate > &fixedRate, const DayCounter &accrualDayCounter, BusinessDayConvention paymentConvention=Following, const Date &issueDate=Date(), const Calendar &paymentCalendar=Calendar(), const Period &exCouponPeriod=Period(), const Calendar &exCouponCalendar=Calendar(), BusinessDayConvention exCouponConvention=Unadjusted, bool exCouponEndOfMonth=false, Bond::Price::Type priceType=Bond::Price::Clean)
	CPIBondHelper (const Handle< Quote > &price, Natural settlementDays, Real faceAmount, bool growthOnly, Real baseCPI, const Period &observationLag, const ext::shared_ptr< ZeroInflationIndex > &cpiIndex, CPI::InterpolationType observationInterpolation, Schedule schedule, const std::vector< Rate > &fixedRate, const DayCounter &accrualDayCounter, BusinessDayConvention paymentConvention=Following, const Date &issueDate=Date(), const Calendar &paymentCalendar=Calendar(), const Period &exCouponPeriod=Period(), const Calendar &exCouponCalendar=Calendar(), BusinessDayConvention exCouponConvention=Unadjusted, bool exCouponEndOfMonth=false, Bond::Price::Type priceType=Bond::Price::Clean)
Visitability
void	accept (AcyclicVisitor &) override
Public Member Functions inherited from BondHelper
	BondHelper (const Handle< Quote > &price, const ext::shared_ptr< Bond > &bond, Bond::Price::Type priceType=Bond::Price::Clean)
Real	impliedQuote () const override
void	setTermStructure (YieldTermStructure *) override
	sets the term structure to be used for pricing
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 ()

Additional Inherited Members
Public Types inherited from Observer
typedef set_type::iterator	iterator
ext::shared_ptr< Bond >	bond_
RelinkableHandle< YieldTermStructure >	termStructureHandle_
Bond::Price::Type	priceType_
Handle< Quote >	quote_
YieldTermStructure *	termStructure_
Date	earliestDate_
Date	latestDate_
Date	maturityDate_
Date	latestRelevantDate_
Date	pillarDate_

Detailed Description

CPI bond helper for curve bootstrap.

Constructor & Destructor Documentation

CPIBondHelper()

CPIBondHelper	(	const Handle< Quote > &	price,
		Natural	settlementDays,
		Real	faceAmount,
		bool	growthOnly,
		Real	baseCPI,
		const Period &	observationLag,
		const ext::shared_ptr< ZeroInflationIndex > &	cpiIndex,
		CPI::InterpolationType	observationInterpolation,
		Schedule	schedule,
		const std::vector< Rate > &	fixedRate,
		const DayCounter &	accrualDayCounter,
		BusinessDayConvention	paymentConvention = Following,
		const Date &	issueDate = Date(),
		const Calendar &	paymentCalendar = Calendar(),
		const Period &	exCouponPeriod = Period(),
		const Calendar &	exCouponCalendar = Calendar(),
		BusinessDayConvention	exCouponConvention = Unadjusted,
		bool	exCouponEndOfMonth = false,
		Bond::Price::Type	priceType = Bond::Price::Clean )

Deprecated

Use the overload without the growthOnly parameter. Deprecated in version 1.40.

Member Function Documentation

accept()

void accept ( AcyclicVisitor & )

overridevirtual

Reimplemented from BondHelper.