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

#include <bootstraphelper.hpp>

Inheritance diagram for RelativeDateBootstrapHelper< TS >:

Collaboration diagram for RelativeDateBootstrapHelper< TS >:

Public Member Functions
	RelativeDateBootstrapHelper (const std::variant< Spread, Handle< Quote > > &quote, bool updateDates=true)

Public Member Functions inherited from BootstrapHelper< TS >
	BootstrapHelper (const std::variant< Spread, Handle< Quote > > &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 ()=default

	Observable (const Observable &)

Observable &	operator= (const Observable &)

	Observable (Observable &&)=delete

Observable &	operator= (Observable &&)=delete

virtual	~Observable ()=default

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

Protected Attributes inherited from BootstrapHelper< TS >
Handle< Quote >	quote_

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 127 of file bootstraphelper.hpp.

Constructor & Destructor Documentation

◆ RelativeDateBootstrapHelper()

RelativeDateBootstrapHelper	(	const std::variant< Spread, Handle< Quote > > &	quote,
		bool	updateDates = `true`
	)

explicit

Definition at line 212 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

Implemented in ArithmeticOISRateHelper, IborIborBasisSwapRateHelper, OvernightIborBasisSwapRateHelper, CrossCurrencyBasisSwapRateHelperBase, CdsHelper, UpfrontCdsHelper, OISRateHelper, DepositRateHelper, FraRateHelper, SwapRateHelper, BMASwapRateHelper, and FxSwapRateHelper.

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Member Data Documentation

◆ evaluationDate_

Date evaluationDate_

protected

Definition at line 145 of file bootstraphelper.hpp.

◆ updateDates_

bool updateDates_