QuantLib: a free/open-source library for quantitative finance
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Public Member Functions | List of all members
RelativeDateBootstrapHelper< TS > Class Template Referenceabstract

Bootstrap helper with date schedule relative to global evaluation date. More...

#include <bootstraphelper.hpp>

+ Inheritance diagram for RelativeDateBootstrapHelper< TS >:
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Public Member Functions

 RelativeDateBootstrapHelper (const Handle< Quote > &quote)
 
 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 &)
 
Observeroperator= (const Observer &)
 
virtual ~Observer ()
 
std::pair< iterator, boolregisterWith (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 &)
 
Observableoperator= (const Observable &)
 
 Observable (Observable &&)=delete
 
Observableoperator= (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< Quotequote_
 
TS * termStructure_
 
Date earliestDate_
 
Date latestDate_
 
Date maturityDate_
 
Date latestRelevantDate_
 
Date pillarDate_
 

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

Definition at line 129 of file bootstraphelper.hpp.

Constructor & Destructor Documentation

◆ RelativeDateBootstrapHelper() [1/2]

RelativeDateBootstrapHelper ( const Handle< Quote > &  quote)
explicit

Definition at line 214 of file bootstraphelper.hpp.

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◆ RelativeDateBootstrapHelper() [2/2]

RelativeDateBootstrapHelper ( Real  quote)
explicit

Definition at line 222 of file bootstraphelper.hpp.

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Member Function Documentation

◆ update()

void update ( )
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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◆ initializeDates()

virtual void initializeDates ( )
protectedpure virtual

Member Data Documentation

◆ evaluationDate_

Date evaluationDate_
protected

Definition at line 145 of file bootstraphelper.hpp.