FixedRateBondHelper Class Reference
#include <ql/termstructures/yield/bondhelpers.hpp>
Inheritance diagram for FixedRateBondHelper:

Detailed Description
fixed-coupon bond helper
- Warning:
- This class assumes that the reference date does not change between calls of setTermStructure().
- Examples:
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< FixedRateBond > | bond () const |
const DayCounter & | dayCounter () const |
Frequency | frequency () const |
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_ |