QuantLib: a free/open-source library for quantitative finance
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Public Member Functions | List of all members
FixedRateBondHelper Class Reference

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

#include <ql/termstructures/yield/bondhelpers.hpp>

+ Inheritance diagram for FixedRateBondHelper:
+ Collaboration diagram for FixedRateBondHelper:

Public Member Functions

 FixedRateBondHelper (const Handle< Quote > &price, Natural settlementDays, Real faceAmount, const 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)
 
Additional inspectors
ext::shared_ptr< FixedRateBondfixedRateBond () 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< Bondbond () 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 &)
 
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 ()
 

Visitability

ext::shared_ptr< FixedRateBondfixedRateBond_
 
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< Bondbond_
 
RelinkableHandle< YieldTermStructuretermStructureHandle_
 
Bond::Price::Type priceType_
 
- Protected Attributes inherited from BootstrapHelper< TS >
Handle< Quotequote_
 
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()

FixedRateBondHelper ( const Handle< Quote > &  price,
Natural  settlementDays,
Real  faceAmount,
const 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 80 of file bondhelpers.cpp.

Member Function Documentation

◆ fixedRateBond()

ext::shared_ptr< FixedRateBond > fixedRateBond ( ) const

Definition at line 153 of file bondhelpers.hpp.

◆ accept()

void accept ( AcyclicVisitor v)
overridevirtual

Reimplemented from BondHelper.

Definition at line 107 of file bondhelpers.cpp.

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Member Data Documentation

◆ fixedRateBond_

ext::shared_ptr<FixedRateBond> fixedRateBond_
protected

Definition at line 102 of file bondhelpers.hpp.