ZeroCouponInflationSwapHelper Class Reference

Zero-coupon inflation-swap bootstrap helper. More...

#include <ql/termstructures/inflation/inflationhelpers.hpp>

Inheritance diagram for ZeroCouponInflationSwapHelper:

List of all members.

Public Member Functions

 ZeroCouponInflationSwapHelper (const Handle< Quote > &quote, const Period &swapObsLag, const Date &maturity, const Calendar &calendar, BusinessDayConvention paymentConvention, const DayCounter &dayCounter, const boost::shared_ptr< ZeroInflationIndex > &zii)
void setTermStructure (ZeroInflationTermStructure *)
 sets the term structure to be used for pricing
Real impliedQuote () const

Protected Attributes

Period swapObsLag_
Date maturity_
Calendar calendar_
BusinessDayConvention paymentConvention_
DayCounter dayCounter_
boost::shared_ptr
< ZeroInflationIndex
zii_
boost::shared_ptr
< ZeroCouponInflationSwap
zciis_

Detailed Description

Zero-coupon inflation-swap bootstrap helper.


Member Function Documentation

void setTermStructure ( ZeroInflationTermStructure ) [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 this method is called only inside the term structure being bootstrapped, setting the pointer to this, i.e., the term structure itself.

Reimplemented from BootstrapHelper< ZeroInflationTermStructure >.