FixedCouponBondHelper Class Reference
#include <ql/TermStructures/bondhelpers.hpp>
Inheritance diagram for FixedCouponBondHelper:

Detailed Description
fixed-coupon bond helper
- Warning:
- This class assumes that the reference date does not change between calls of setTermStructure().
Public Member Functions | |
FixedCouponBondHelper (const Handle< Quote > &cleanPrice, const Date &issueDate, const Date &datedDate, const Date &maturityDate, Integer settlementDays, const std::vector< Rate > &coupons, Frequency frequency, const DayCounter &dayCounter, const Calendar &calendar, BusinessDayConvention convention=Following, Real redemption=100.0, const Date &stub=Date(), bool fromEnd=true) | |
FixedCouponBondHelper (const Handle< Quote > &cleanPrice, const Date &issueDate, const Date &datedDate, const Date &maturityDate, Integer settlementDays, const std::vector< Rate > &coupons, Frequency frequency, const Calendar &calendar, const DayCounter &dayCounter, BusinessDayConvention accrualConvention=Following, BusinessDayConvention paymentConvention=Following, Real redemption=100.0, const Date &stub=Date(), bool fromEnd=true) | |
Real | impliedQuote () const |
Date | latestDate () const |
latest relevant date | |
void | setTermStructure (YieldTermStructure *) |
sets the term structure to be used for pricing | |
Protected Attributes | |
Date | issueDate_ |
Date | datedDate_ |
Date | maturityDate_ |
Integer | settlementDays_ |
std::vector< Rate > | coupons_ |
Frequency | frequency_ |
DayCounter | dayCounter_ |
Calendar | calendar_ |
BusinessDayConvention | accrualConvention_ |
BusinessDayConvention | paymentConvention_ |
Real | redemption_ |
Date | stub_ |
bool | fromEnd_ |
Date | settlement_ |
Date | latestDate_ |
boost::shared_ptr< FixedCouponBond > | bond_ |
Handle< YieldTermStructure > | termStructureHandle_ |
Constructor & Destructor Documentation
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Member Function Documentation
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latest relevant date The latest date at which discounts are needed by the helper in order to provide a quote. It does not necessarily equal the maturity of the underlying instrument. Implements RateHelper. |
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sets the term structure to be used for pricing
Reimplemented from RateHelper. |