FixedRateBondHelper Class Reference

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

Inheritance diagram for FixedRateBondHelper:

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().
Examples:

FittedBondCurve.cpp.


Public Member Functions

 FixedRateBondHelper (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 *)
boost::shared_ptr< FixedRateBondbond () const
const DayCounterdayCounter () const
Frequency frequency () const

Protected Attributes

Natural settlementDays_
Schedule schedule_
std::vector< Ratecoupons_
DayCounter paymentDayCounter_
BusinessDayConvention paymentConvention_
Real redemption_
Date issueDate_
boost::shared_ptr< FixedRateBondbond_
RelinkableHandle
< YieldTermStructure
termStructureHandle_