FixedRateBondHelper Class Reference

Fixed-coupon bond helper for curve bootstrap. More...

#include <bondhelpers.hpp>

Inheritance diagram for FixedRateBondHelper:

Collaboration diagram for FixedRateBondHelper:

Public Member Functions
QL_DEPRECATED_DISABLE_WARNING	~FixedRateBondHelper () override=default
QL_DEPRECATED_ENABLE_WARNING	FixedRateBondHelper (const Handle< Quote > &price, Natural settlementDays, Real faceAmount, Schedule schedule, const std::vector< Rate > &coupons, const DayCounter &dayCounter, BusinessDayConvention paymentConv=Following, Real redemption=100.0, 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)
ext::shared_ptr< FixedRateBond >	fixedRateBond () const
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
ext::shared_ptr< Bond >	bond () const
Bond::Price::Type	priceType () const
Public Member Functions inherited from BootstrapHelper< TS >
	BootstrapHelper (Handle< Quote > quote)
	BootstrapHelper (Real quote)
	~BootstrapHelper () override=default
const Handle< Quote > &	quote () const
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...
void	update () override
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 ()

Visitability
ext::shared_ptr< FixedRateBond >	fixedRateBond_
void	accept (AcyclicVisitor &) override

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

Detailed Description

Fixed-coupon bond helper for curve bootstrap.

Definition at line 75 of file bondhelpers.hpp.

Constructor & Destructor Documentation

~FixedRateBondHelper()

QL_DEPRECATED_DISABLE_WARNING ~FixedRateBondHelper ( )

overridedefault

FixedRateBondHelper()

QL_DEPRECATED_DISABLE_WARNING FixedRateBondHelper	(	const Handle< Quote > &	price,
		Natural	settlementDays,
		Real	faceAmount,
		Schedule	schedule,
		const std::vector< Rate > &	coupons,
		const DayCounter &	dayCounter,
		BusinessDayConvention	paymentConv = Following,
		Real	redemption = 100.0,
		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
	)

Definition at line 83 of file bondhelpers.cpp.

Member Function Documentation

fixedRateBond()

ext::shared_ptr< FixedRateBond > fixedRateBond

(

)

const

Deprecated:

Do not use; this method is broken and will be removed. Deprecated in version 1.34.

Definition at line 103 of file bondhelpers.hpp.

accept()

QL_DEPRECATED_ENABLE_WARNING void accept ( AcyclicVisitor &  v )

overridevirtual

Reimplemented from BondHelper.

Definition at line 109 of file bondhelpers.cpp.

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Member Data Documentation

fixedRateBond_

ext::shared_ptr<FixedRateBond> fixedRateBond_

protected

Deprecated:

Do not use; this pointer is always null. Deprecated in version 1.34.

Definition at line 118 of file bondhelpers.hpp.