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Public Member Functions | Protected Attributes

QuantLib::BootstrapHelper< TS > Class Template Reference

Base helper class for bootstrapping. More...

#include <bootstraphelper.hpp>

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List of all members.

Public Member Functions

 BootstrapHelper (const Handle< Quote > &quote)
 BootstrapHelper (Real quote)
void notifyObservers ()
void registerWith (const boost::shared_ptr< Observable > &)
void unregisterWith (const boost::shared_ptr< Observable > &)
BootstrapHelper interface
const Handle< Quote > & quote () const
virtual Real impliedQuote () const =0
Real quoteError () const
virtual void setTermStructure (TS *)
 sets the term structure to be used for pricing
virtual Date earliestDate () const
 earliest relevant date
virtual Date latestDate () const
 latest relevant date
Observer interface
virtual void update ()
Visitability
virtual void accept (AcyclicVisitor &)

Protected Attributes

Date earliestDate_
Date latestDate_
Handle< Quotequote_
TS * termStructure_

Detailed Description

template<class TS>
class QuantLib::BootstrapHelper< TS >

Base helper class for bootstrapping.

This class provides an abstraction for the instruments used to bootstrap a term structure.

It is advised that a bootstrap helper for an instrument contains an instance of the actual instrument class to ensure consistancy between the algorithms used during bootstrapping and later instrument pricing. This is not yet fully enforced in the available bootstrap helpers.

Definition at line 49 of file bootstraphelper.hpp.


The documentation for this class was generated from the following file:

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