QuantLib_BondHelper man page

BondHelper — Bond helper for curve bootstrap.  


#include <ql/termstructures/yield/bondhelpers.hpp>

Inherits BootstrapHelper< TS >.

Inherited by CPIBondHelper, and FixedRateBondHelper.

Public Member Functions

BondHelper (const Handle< Quote > &price, const boost::shared_ptr< Bond > &bond, bool useCleanPrice=true)

RateHelper interface

Real impliedQuote () const
void setTermStructure (YieldTermStructure *)

Additional inspectors

boost::shared_ptr< Bond > bond () const
bool useCleanPrice () const


void accept (AcyclicVisitor &)

Protected Attributes

boost::shared_ptr< Bond > bond_
RelinkableHandle< YieldTermStructure > termStructureHandle_
bool useCleanPrice_

Additional Inherited Members

Detailed Description

Bond helper for curve bootstrap.


This class assumes that the reference date does not change between calls of setTermStructure().

Constructor & Destructor Documentation

BondHelper (const Handle< Quote > & price, const boost::shared_ptr< Bond > & bond, bool useCleanPrice = true)


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.


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man pages bond_(3), BondHelper(3), useCleanPrice(3) and useCleanPrice_(3) are aliases of QuantLib_BondHelper(3).

Wed Feb 7 2018 Version 1.10.1 QuantLib