QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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Fixed-coupon bond helper for curve bootstrap. More...
#include <ql/termstructures/yield/bondhelpers.hpp>
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< 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_ |
Fixed-coupon bond helper for curve bootstrap.
Definition at line 75 of file bondhelpers.hpp.
FixedRateBondHelper | ( | const Handle< Quote > & | price, |
Natural | settlementDays, | ||
Real | faceAmount, | ||
const Schedule & | schedule, | ||
const std::vector< Rate > & | coupons, | ||
const DayCounter & | dayCounter, | ||
BusinessDayConvention | paymentConv = Following , |
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Real | redemption = 100.0 , |
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const Date & | issueDate = Date() , |
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const Calendar & | paymentCalendar = Calendar() , |
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const Period & | exCouponPeriod = Period() , |
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const Calendar & | exCouponCalendar = Calendar() , |
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BusinessDayConvention | exCouponConvention = Unadjusted , |
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bool | exCouponEndOfMonth = false , |
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Bond::Price::Type | priceType = Bond::Price::Clean |
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) |
Definition at line 80 of file bondhelpers.cpp.
ext::shared_ptr< FixedRateBond > fixedRateBond | ( | ) | const |
Definition at line 153 of file bondhelpers.hpp.
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overridevirtual |
Reimplemented from BondHelper.
Definition at line 107 of file bondhelpers.cpp.
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protected |
Definition at line 102 of file bondhelpers.hpp.