RelativeDateRateHelper (3) - Linux Manuals

RelativeDateRateHelper: Rate helper with date schedule relative to the global evaluation date.

NAME

QuantLib::RelativeDateRateHelper - Rate helper with date schedule relative to the global evaluation date.

SYNOPSIS

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

Inherits QuantLib::BootstrapHelper< YieldTermStructure >.

Inherited by BMASwapRateHelper, DepositRateHelper, FraRateHelper, and SwapRateHelper.

Public Member Functions

RelativeDateRateHelper (const Handle< Quote > &quote)

RelativeDateRateHelper (Real quote)

Observer interface

void update ()

Protected Member Functions

virtual void initializeDates ()=0

Protected Attributes

Date evaluationDate_

Detailed Description

Rate helper with date schedule relative to the global evaluation date.

This class 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 >.

Author

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