BondHelper Class Reference
fixed-coupon bond helper More...
#include <ql/termstructures/yield/bondhelpers.hpp>
Inheritance diagram for BondHelper:

Public Member Functions | |
BondHelper (const Handle< Quote > &cleanPrice, const boost::shared_ptr< Bond > &bond) | |
RateHelper interface | |
Real | impliedQuote () const |
void | setTermStructure (YieldTermStructure *) |
additional inspectors | |
boost::shared_ptr< Bond > | bond () const |
Visitability | |
void | accept (AcyclicVisitor &) |
Protected Attributes | |
boost::shared_ptr< Bond > | bond_ |
RelinkableHandle < YieldTermStructure > | termStructureHandle_ |
Detailed Description
fixed-coupon bond helper
- Warning:
- This class assumes that the reference date does not change between calls of setTermStructure().
Constructor & Destructor Documentation
BondHelper | ( | const Handle< Quote > & | cleanPrice, |
const boost::shared_ptr< Bond > & | bond | ||
) |
- 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.