RelativeDateBootstrapHelper< TS > Class Template Referenceabstract
Bootstrap helper with date schedule relative to global evaluation date. More...
#include <ql/termstructures/bootstraphelper.hpp>
Inheritance diagram for RelativeDateBootstrapHelper< TS >:
Public Member Functions | |
| RelativeDateBootstrapHelper (const std::variant< Spread, Handle< Quote > > "e, bool updateDates=true) | |
| Public Member Functions inherited from BootstrapHelper< TS > | |
| BootstrapHelper (const std::variant< Spread, Handle< Quote > > "e) | |
| const Handle< Quote > & | quote () const |
| virtual Real | impliedQuote () const =0 |
| Real | quoteError () const |
| virtual void | setTermStructure (TS *) |
| sets the term structure to be used for pricing | |
| 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 | |
| virtual void | accept (AcyclicVisitor &) |
| 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 () |
Observer interface | |
| Date | evaluationDate_ |
| bool | updateDates_ |
| void | update () override |
| virtual void | initializeDates ()=0 |
Additional Inherited Members | |
| Public Types inherited from Observer | |
| typedef set_type::iterator | iterator |
| Handle< Quote > | quote_ |
| TS * | termStructure_ |
| Date | earliestDate_ |
| Date | latestDate_ |
| Date | maturityDate_ |
| Date | latestRelevantDate_ |
| Date | pillarDate_ |
Detailed Description
template<class TS>
class QuantLib::RelativeDateBootstrapHelper< 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
Member Function Documentation
◆ update()
template<class TS>
|
overridevirtual |
This method must be implemented in derived classes. An instance of Observer does not call this method directly: instead, it will be called by the observables the instance registered with when they need to notify any changes.
Reimplemented from BootstrapHelper< TS >.
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