CPI bond helper for curve bootstrap. More...
#include <ql/termstructures/yield/bondhelpers.hpp>
Inheritance diagram for CPIBondHelper:Public Member Functions | |
| CPIBondHelper (const Handle< Quote > &price, Natural settlementDays, Real faceAmount, const bool growthOnly, Real baseCPI, const Period &observationLag, const boost::shared_ptr< ZeroInflationIndex > &cpiIndex, CPI::InterpolationType observationInterpolation, const Schedule &schedule, const std::vector< Rate > &fixedRate, const DayCounter &accrualDayCounter, BusinessDayConvention paymentConvention=Following, const Date &issueDate=Date(), const Calendar &paymentCalendar=Calendar(), const Period &exCouponPeriod=Period(), const Calendar &exCouponCalendar=Calendar(), const BusinessDayConvention exCouponConvention=Unadjusted, bool exCouponEndOfMonth=false, const bool useCleanPrice=true) | |
Additional inspectors | |
| boost::shared_ptr< CPIBond > | cpiBond () const |
Visitability | |
| void | accept (AcyclicVisitor &) |
Public Member Functions inherited from BondHelper | |
| BondHelper (const Handle< Quote > &price, const boost::shared_ptr< Bond > &bond, bool useCleanPrice=true) | |
| Real | impliedQuote () const |
| void | setTermStructure (YieldTermStructure *) |
| boost::shared_ptr< Bond > | bond () const |
| bool | useCleanPrice () const |
Public Member Functions inherited from BootstrapHelper< TS > | |
| BootstrapHelper (const Handle< Quote > "e) | |
| 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 boost::shared_ptr< Observable > &) |
| void | registerWithObservables (const boost::shared_ptr< Observer > &) |
| Size | unregisterWith (const boost::shared_ptr< Observable > &) |
| void | unregisterWithAll () |
| virtual void | deepUpdate () |
Public Member Functions inherited from Observable | |
| Observable (const Observable &) | |
| Observable & | operator= (const Observable &) |
| void | notifyObservers () |
Protected Attributes | |
| boost::shared_ptr< CPIBond > | cpiBond_ |
Protected Attributes inherited from BondHelper | |
| boost::shared_ptr< Bond > | bond_ |
| RelinkableHandle< YieldTermStructure > | termStructureHandle_ |
| bool | useCleanPrice_ |
Protected Attributes inherited from BootstrapHelper< TS > | |
| Handle< Quote > | quote_ |
| TS * | termStructure_ |
| Date | earliestDate_ |
| Date | latestDate_ |
| Date | maturityDate_ |
| Date | latestRelevantDate_ |
| Date | pillarDate_ |
Additional Inherited Members | |
Public Types inherited from Observer | |
| typedef std::set< boost::shared_ptr< Observable > > | set_type |
| typedef set_type::iterator | iterator |
CPI bond helper for curve bootstrap.