FixedCouponBondHelper Class Reference

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

Inheritance diagram for FixedCouponBondHelper:

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List of all members.

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, Natural settlementDays, const Schedule &schedule, const std::vector< Rate > &coupons, const DayCounter &paymentDayCounter, BusinessDayConvention paymentConvention=Following, Real redemption=100.0, const Date &issueDate=Date())
Real impliedQuote () const
void setTermStructure (YieldTermStructure *)
 sets the term structure to be used for pricing

Protected Attributes

Natural settlementDays_
Schedule schedule_
std::vector< Rate > coupons_
DayCounter paymentDayCounter_
BusinessDayConvention paymentConvention_
Real redemption_
Date issueDate_
boost::shared_ptr< FixedRateBondbond_
RelinkableHandle< YieldTermStructuretermStructureHandle_


Member Function Documentation

void setTermStructure ( YieldTermStructure  )  [virtual]

sets the term structure to be used for pricing

Warning:
Being a pointer and not a shared_ptr, the term structure is not guaranteed to remain allocated for the whole life of the rate helper. It is responsibility of the programmer to ensure that the pointer remains valid. It is advised that rate helpers be used only in term structure constructors, setting the term structure to this, i.e., the one being constructed.

Reimplemented from RateHelper.