ZeroCouponInflationSwapHelper Class Reference
Zero-coupon inflation-swap bootstrap helper. More...
#include <ql/termstructures/inflation/inflationhelpers.hpp>
Inheritance diagram for ZeroCouponInflationSwapHelper:

Public Member Functions | |
ZeroCouponInflationSwapHelper (const Handle< Quote > "e, 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 >.