FixedRateBondHelper Class Reference
fixed-coupon bond helper More...
#include <ql/termstructures/yield/bondhelpers.hpp>
Inheritance diagram for FixedRateBondHelper:

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< FixedRateBond > | bond () const |
Visitability | |
void | accept (AcyclicVisitor &) |
Protected Attributes | |
boost::shared_ptr< FixedRateBond > | bond_ |
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.