QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Bootstrap helper with date schedule relative to global evaluation date. More...
#include <bootstraphelper.hpp>
Public Member Functions | |
RelativeDateBootstrapHelper (const Handle< Quote > "e) | |
RelativeDateBootstrapHelper (Real quote) | |
Public Member Functions inherited from BootstrapHelper< TS > | |
BootstrapHelper (Handle< Quote > quote) | |
BootstrapHelper (Real quote) | |
~BootstrapHelper () override=default | |
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 More... | |
virtual Date | earliestDate () const |
earliest relevant date More... | |
virtual Date | maturityDate () const |
instrument's maturity date More... | |
virtual Date | latestRelevantDate () const |
latest relevant date More... | |
virtual Date | pillarDate () const |
pillar date More... | |
virtual Date | latestDate () const |
latest date More... | |
virtual void | accept (AcyclicVisitor &) |
Public Member Functions inherited from Observer | |
Observer ()=default | |
Observer (const Observer &) | |
Observer & | operator= (const Observer &) |
virtual | ~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 | update ()=0 |
virtual void | deepUpdate () |
Public Member Functions inherited from Observable | |
Observable () | |
Observable (const Observable &) | |
Observable & | operator= (const Observable &) |
Observable (Observable &&)=delete | |
Observable & | operator= (Observable &&)=delete |
virtual | ~Observable ()=default |
void | notifyObservers () |
Observer interface | |
Date | evaluationDate_ |
void | update () override |
virtual void | initializeDates ()=0 |
Additional Inherited Members | |
Public Types inherited from Observer | |
typedef set_type::iterator | iterator |
Protected Attributes inherited from BootstrapHelper< TS > | |
Handle< Quote > | quote_ |
TS * | termStructure_ |
Date | earliestDate_ |
Date | latestDate_ |
Date | maturityDate_ |
Date | latestRelevantDate_ |
Date | pillarDate_ |
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
Definition at line 129 of file bootstraphelper.hpp.
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explicit |
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explicit |
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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 >.
Reimplemented in CdsHelper.
Definition at line 135 of file bootstraphelper.hpp.
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protectedpure virtual |
Implemented in ArithmeticOISRateHelper, IborIborBasisSwapRateHelper, OvernightIborBasisSwapRateHelper, CrossCurrencyBasisSwapRateHelperBase, CdsHelper, UpfrontCdsHelper, OISRateHelper, DepositRateHelper, FraRateHelper, SwapRateHelper, BMASwapRateHelper, and FxSwapRateHelper.
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protected |
Definition at line 145 of file bootstraphelper.hpp.