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