FixedRateBondHelper Class Reference

fixed-coupon bond helper More...

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

Inheritance diagram for FixedRateBondHelper:

List of all members.

Public Member Functions

 FixedRateBondHelper (const Handle< Quote > &cleanPrice, Natural settlementDays, Real faceAmount, const Schedule &schedule, const std::vector< Rate > &coupons, const DayCounter &dayCounter, BusinessDayConvention paymentConv=Following, Real redemption=100.0, const Date &issueDate=Date())
 FixedRateBondHelper (const Handle< Quote > &cleanPrice, const boost::shared_ptr< FixedRateBond > &bond)
BootstrapHelper interface
Real impliedQuote () const
void setTermStructure (YieldTermStructure *)
additional inspectors
boost::shared_ptr< FixedRateBondbond () const
Visitability
void accept (AcyclicVisitor &)

Protected Attributes

boost::shared_ptr< FixedRateBondbond_
RelinkableHandle
< YieldTermStructure
termStructureHandle_


Detailed Description

fixed-coupon bond helper

Warning:
This class assumes that the reference date does not change between calls of setTermStructure().
Examples:

Bonds.cpp, and FittedBondCurve.cpp.


Constructor & Destructor Documentation

FixedRateBondHelper ( const Handle< Quote > &  cleanPrice,
const boost::shared_ptr< FixedRateBond > &  bond 
)

Warning:
Setting a pricing engine to the passed bond from external code will cause the bootstrap to fail or to give wrong results. It is advised to discard the bond after creating the helper, so that the helper has sole ownership of it.