Zero-coupon inflation-swap bootstrap helper. More...
#include <ql/termstructures/inflation/inflationhelpers.hpp>
Public Member Functions | |
ZeroCouponInflationSwapHelper (const Handle< Quote > "e, const Period &swapObsLag, const Date &maturity, const Calendar &calendar, BusinessDayConvention paymentConvention, const DayCounter &dayCounter, const boost::shared_ptr< ZeroInflationIndex > &zii) | |
void | setTermStructure (ZeroInflationTermStructure *) |
sets the term structure to be used for pricing More... | |
Real | impliedQuote () const |
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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 | 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 () |
virtual void | accept (AcyclicVisitor &) |
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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 () |
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Observable (const Observable &) | |
Observable & | operator= (const Observable &) |
void | notifyObservers () |
Protected Attributes | |
Period | swapObsLag_ |
Date | maturity_ |
Calendar | calendar_ |
BusinessDayConvention | paymentConvention_ |
DayCounter | dayCounter_ |
boost::shared_ptr< ZeroInflationIndex > | zii_ |
boost::shared_ptr< ZeroCouponInflationSwap > | zciis_ |
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Handle< Quote > | quote_ |
ZeroInflationTermStructure * | termStructure_ |
Date | earliestDate_ |
Date | latestDate_ |
Date | maturityDate_ |
Date | latestRelevantDate_ |
Date | pillarDate_ |
Additional Inherited Members | |
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typedef std::set< boost::shared_ptr< Observable > > | set_type |
typedef set_type::iterator | iterator |
Zero-coupon inflation-swap bootstrap helper.
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virtual |
sets the term structure to be used for pricing
Reimplemented from BootstrapHelper< ZeroInflationTermStructure >.