QuantLib_RelativeDateBootstrapHelper man page

RelativeDateBootstrapHelper< TS > — Bootstrap helper with date schedule relative to global evaluation date.

Synopsis

#include <ql/termstructures/bootstraphelper.hpp>

Inherits BootstrapHelper< TS >.

Inherited by BMASwapRateHelper, CdsHelper, DepositRateHelper, FraRateHelper, FxSwapRateHelper, OISRateHelper, and SwapRateHelper.

Public Member Functions

RelativeDateBootstrapHelper (const Handle< Quote > &quote)

RelativeDateBootstrapHelper (Real quote)

Observer interface

void update ()

Protected Member Functions

virtual void initializeDates ()=0

Protected Attributes

Date evaluationDate_

Additional Inherited Members

Detailed Description

template<class TS>

class QuantLib::RelativeDateBootstrapHelper< TS >" Bootstrap helper with date schedule relative to global evaluation date.

Derived classes must takes care of rebuilding the date schedule when the global evaluation date changes

Member Function Documentation

void update () [virtual]

This method must be implemented in derived classes. An instance of Observer does not call this method directly: instead, it will be called by the observables the instance registered with when they need to notify any changes.

Reimplemented from BootstrapHelper< TS >.

Reimplemented in CdsHelper.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

RelativeDateBootstrapHelper(3) is an alias of QuantLib_RelativeDateBootstrapHelper(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib