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QuantLib_RelativeDateBootstrapHelper
Langue: en
Version: 381021 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
Sommaire
NAME
QuantLib::RelativeDateBootstrapHelper -Bootstrap helper with date schedule relative to global evaluation date.
SYNOPSIS
#include <ql/termstructures/bootstraphelper.hpp>
Inherits QuantLib::BootstrapHelper< TS >.
Inherited by BMASwapRateHelper, CdsHelper, DepositRateHelper, FraRateHelper, OISRateHelper, and SwapRateHelper.
Public Member Functions
RelativeDateBootstrapHelper (const Handle< Quote > "e)
RelativeDateBootstrapHelper (Real quote)
Observer interface
void update ()
Protected Member Functions
virtual void initializeDates ()=0
Protected Attributes
Date evaluationDate_
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
Author
Generated automatically by Doxygen for QuantLib from the source code.
Contenus ©2006-2024 Benjamin Poulain
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