CPI bond helper for curve bootstrap. More...
#include <bondhelpers.hpp>
Inheritance diagram for CPIBondHelper:
Collaboration diagram for CPIBondHelper:
Public Member Functions | |
| QL_DEPRECATED_DISABLE_WARNING | ~CPIBondHelper () override=default |
| QL_DEPRECATED_ENABLE_WARNING | CPIBondHelper (const Handle< Quote > &price, Natural settlementDays, Real faceAmount, bool growthOnly, Real baseCPI, const Period &observationLag, const ext::shared_ptr< ZeroInflationIndex > &cpiIndex, CPI::InterpolationType observationInterpolation, Schedule schedule, const std::vector< Rate > &fixedRate, const DayCounter &accrualDayCounter, BusinessDayConvention paymentConvention=Following, 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< CPIBond > | cpiBond () 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< CPIBond > | cpiBond_ |
| 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
CPI bond helper for curve bootstrap.
Definition at line 123 of file bondhelpers.hpp.
Constructor & Destructor Documentation
◆ ~CPIBondHelper()
|
overridedefault |
◆ CPIBondHelper()
| QL_DEPRECATED_DISABLE_WARNING CPIBondHelper | ( | const Handle< Quote > & | price, |
| Natural | settlementDays, | ||
| Real | faceAmount, | ||
| bool | growthOnly, | ||
| Real | baseCPI, | ||
| const Period & | observationLag, | ||
| const ext::shared_ptr< ZeroInflationIndex > & | cpiIndex, | ||
| CPI::InterpolationType | observationInterpolation, | ||
| Schedule | schedule, | ||
| const std::vector< Rate > & | fixedRate, | ||
| const DayCounter & | accrualDayCounter, | ||
| BusinessDayConvention | paymentConvention = Following, |
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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 120 of file bondhelpers.cpp.
Member Function Documentation
◆ cpiBond()
| ext::shared_ptr< CPIBond > cpiBond | ( | ) | const |
- Deprecated:
- Do not use; this method is broken and will be removed. Deprecated in version 1.34.
Definition at line 155 of file bondhelpers.hpp.
◆ accept()
|
overridevirtual |
Reimplemented from BondHelper.
Definition at line 150 of file bondhelpers.cpp.
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Member Data Documentation
◆ cpiBond_
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protected |
- Deprecated:
- Do not use; this pointer is always null. Deprecated in version 1.34.
Definition at line 170 of file bondhelpers.hpp.