RelativeDateBootstrapHelper Class Template Reference
Bootstrap helper with date schedule relative to global evaluation date. More...
#include <ql/termstructures/bootstraphelper.hpp>
Inheritance diagram for RelativeDateBootstrapHelper:

Public Member Functions | |
RelativeDateBootstrapHelper (const Handle< Quote > "e) | |
RelativeDateBootstrapHelper (Real quote) | |
Observer interface | |
void | update () |
Protected Member Functions | |
virtual void | initializeDates ()=0 |
Protected Attributes | |
Date | evaluationDate_ |
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
Member Function Documentation
void update | ( | ) | [virtual] |
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.
Reimplemented in CdsHelper.