CPI bond helper for curve bootstrap. More...
#include <ql/termstructures/yield/bondhelpers.hpp>
Inheritance diagram for CPIBondHelper: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 |
Public Member Functions inherited from BondHelper | |
| 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 |
Public Member Functions inherited from BootstrapHelper< TS > | |
| 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 () |
Public Member Functions inherited from Observer | |
| 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 () |
Public Member Functions inherited from Observable | |
| Observable (const Observable &) | |
| Observable & | operator= (const Observable &) |
| void | notifyObservers () |
Visitability | |
| ext::shared_ptr< CPIBond > | cpiBond_ |
| void | accept (AcyclicVisitor &) |
Additional Inherited Members | |
Public Types inherited from Observer | |
| typedef boost::unordered_set< ext::shared_ptr< Observable > > | set_type |
| typedef set_type::iterator | iterator |
Protected Attributes inherited from BondHelper | |
| ext::shared_ptr< Bond > | bond_ |
| RelinkableHandle< YieldTermStructure > | termStructureHandle_ |
| Bond::Price::Type | priceType_ |
Protected Attributes inherited from BootstrapHelper< TS > | |
| 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 | ||
| ) |