FixedCouponBondHelper Class Reference
#include <ql/termstructures/yieldcurves/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, 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< FixedRateBond > | bond_ |
RelinkableHandle< YieldTermStructure > | termStructureHandle_ |
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.