QuantLib: BootstrapHelper< TS > Class Template Reference

A free/open-source library for quantitative finance Reference manual - version 1.6

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Public Member Functions | Protected Attributes | List of all members
BootstrapHelper< TS > Class Template Referenceabstract

Base helper class for bootstrapping. More...

`#include <ql/termstructures/bootstraphelper.hpp>`

Inheritance diagram for BootstrapHelper< TS >:
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## Public Member Functions
| BootstrapHelper (const Handle< Quote > &quote)
| BootstrapHelper (Real quote)
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 More...
virtual Date | earliestDate () const
| earliest relevant date More...
virtual Date | latestDate () const
| latest relevant date More...
Observer interface
virtual void | update ()
Visitability
virtual void | accept (AcyclicVisitor &)
Public Member Functions inherited from Observer
| Observer (const Observer &)
Observer & | operator= (const Observer &)
std::pair< std::set< boost::shared_ptr< Observable > >::iterator, bool > | registerWith (const boost::shared_ptr< Observable > &)
void | registerWithObservables (const boost::shared_ptr< Observer > &)
Size | unregisterWith (const boost::shared_ptr< Observable > &)
void | unregisterWithAll ()
Public Member Functions inherited from Observable
| Observable (const Observable &)
Observable & | operator= (const Observable &)
void | notifyObservers ()

## Protected Attributes
Handle< Quote > | quote_
TS * | termStructure_
Date | earliestDate_
Date | latestDate_

## 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.

## Member Function Documentation

void setTermStructure | ( | TS * | t | ) |
| 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 in YearOnYearInflationSwapHelper, YoYOptionletHelper, and ZeroCouponInflationSwapHelper.

Date earliestDate | ( |  | ) | const
| virtual

earliest relevant date

The earliest date at which data are needed by the helper in order to provide a quote.

Date latestDate | ( |  | ) | const
| virtual

latest relevant date

The latest date at which data are needed by the helper in order to provide a quote. It does not necessarily equal the maturity of the underlying instrument.

void update | ( |  | ) |
| virtual

This method must be implemented in derived classes. An instance of Observer does not call this method directly: instead, it will be called by the observables the instance registered with when they need to notify any changes.

Implements Observer.

Reimplemented in RelativeDateBootstrapHelper< TS >, and CdsHelper.