Year-on-year inflation-swap bootstrap helper. More...
#include <ql/termstructures/inflation/inflationhelpers.hpp>
Inheritance diagram for YearOnYearInflationSwapHelper:Public Member Functions | |
| YearOnYearInflationSwapHelper (const Handle< Quote > "e, const Period &swapObsLag_, const Date &maturity, const Calendar &calendar, BusinessDayConvention paymentConvention, const DayCounter &dayCounter, const boost::shared_ptr< YoYInflationIndex > &yii) | |
| void | setTermStructure (YoYInflationTermStructure *) |
| sets the term structure to be used for pricing More... | |
| Real | impliedQuote () const |
Public Member Functions inherited from BootstrapHelper< YoYInflationTermStructure > | |
| BootstrapHelper (const Handle< Quote > "e) | |
| BootstrapHelper (Real quote) | |
| const Handle< Quote > & | quote () const |
| Real | quoteError () const |
| virtual Date | earliestDate () const |
| earliest relevant date More... | |
| virtual Date | latestDate () const |
| latest relevant date More... | |
| virtual void | update () |
| 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 | |
| Period | swapObsLag_ |
| Date | maturity_ |
| Calendar | calendar_ |
| BusinessDayConvention | paymentConvention_ |
| DayCounter | dayCounter_ |
| boost::shared_ptr< YoYInflationIndex > | yii_ |
| boost::shared_ptr< YearOnYearInflationSwap > | yyiis_ |
Protected Attributes inherited from BootstrapHelper< YoYInflationTermStructure > | |
| Handle< Quote > | quote_ |
| YoYInflationTermStructure * | termStructure_ |
| Date | earliestDate_ |
| Date | latestDate_ |
Year-on-year inflation-swap bootstrap helper.
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virtual |
sets the term structure to be used for pricing
Reimplemented from BootstrapHelper< YoYInflationTermStructure >.