QuantLib: BondHelper Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.20

Public Member Functions | List of all members
BondHelper Class Reference

Bond helper for curve bootstrap. More...

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

Inheritance diagram for BondHelper:
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## Public Member Functions
| BondHelper (const Handle< Quote > &price, const ext::shared_ptr< Bond > &bond, Bond::Price::Type priceType=Bond::Price::Clean)
QL_DEPRECATED | BondHelper (const Handle< Quote > &price, const ext::shared_ptr< Bond > &bond, bool useCleanPrice)
RateHelper interface
Real | impliedQuote () const
void | setTermStructure (YieldTermStructure *)
Additional inspectors
ext::shared_ptr< Bond > | bond () const
QL_DEPRECATED bool | useCleanPrice () const
Bond::Price::Type | priceType () const
Public Member Functions inherited from BootstrapHelper< TS >
| BootstrapHelper (const Handle< Quote > &quote)
| BootstrapHelper (Real quote)
const Handle< Quote > & | quote () const
Real | quoteError () const
virtual void | setTermStructure (TS *)
| sets the term structure to be used for pricing More...
virtual Date | earliestDate () const
| earliest relevant date More...
virtual Date | maturityDate () const
| instrument's maturity date
virtual Date | latestRelevantDate () const
| latest relevant date More...
virtual Date | pillarDate () const
| pillar date
virtual Date | latestDate () const
| latest date More...
virtual void | update ()
Public Member Functions inherited from Observer
| Observer (const Observer &)
Observer & | operator= (const Observer &)
std::pair< iterator, bool > | registerWith (const ext::shared_ptr< Observable > &)
void | registerWithObservables (const ext::shared_ptr< Observer > &)
Size | unregisterWith (const ext::shared_ptr< Observable > &)
void | unregisterWithAll ()
virtual void | deepUpdate ()
Public Member Functions inherited from Observable
| Observable (const Observable &)
Observable & | operator= (const Observable &)
void | notifyObservers ()

## Visitability
ext::shared_ptr< Bond > | bond_
RelinkableHandle< YieldTermStructure > | termStructureHandle_
Bond::Price::Type | priceType_
void | accept (AcyclicVisitor &)

## Additional Inherited Members
Public Types inherited from Observer
typedef boost::unordered_set< ext::shared_ptr< Observable > > | set_type
typedef set_type::iterator | iterator
Protected Attributes inherited from BootstrapHelper< TS >
Handle< Quote > | quote_
TS * | termStructure_
Date | earliestDate_
Date | latestDate_
Date | maturityDate_
Date | latestRelevantDate_
Date | pillarDate_

## Detailed Description

Bond helper for curve bootstrap.

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

## Constructor & Destructor Documentation

## ◆ BondHelper() [1/2]

BondHelper | ( | const Handle< Quote > & | price,
|  | const ext::shared_ptr< Bond > & | bond,
|  | Bond::Price::Type | priceType = `Bond::Price::Clean`
| ) |  |

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.

## ◆ BondHelper() [2/2]

QL_DEPRECATED BondHelper | ( | const Handle< Quote > & | price,
|  | const ext::shared_ptr< Bond > & | bond,
|  | bool | useCleanPrice
| ) |  |

Deprecated:
  Use the other overload instead. Deprecated in version 1.18.

## Member Function Documentation

## ◆ useCleanPrice()

bool useCleanPrice | ( |  | ) | const

Deprecated:
  Use the priceType() method instead. Deprecated in version 1.18.