FixedRateBondHelper Class Reference
#include <ql/termstructures/yield/bondhelpers.hpp>
Inheritance diagram for FixedRateBondHelper:

Detailed Description
fixed-coupon bond helper
- Warning:
- This class assumes that the reference date does not change between calls of setTermStructure().
- Examples:
Public Member Functions | |
| FixedRateBondHelper (const Handle< Quote > &cleanPrice, Natural settlementDays, const Schedule &schedule, const std::vector< Rate > &coupons, const DayCounter &paymentDayCounter, BusinessDayConvention paymentConvention=Following, Real redemption=100.0, const Date &issueDate=Date()) | |
| Real | impliedQuote () const |
| void | setTermStructure (YieldTermStructure *) |
| boost::shared_ptr< FixedRateBond > | bond () const |
| const DayCounter & | dayCounter () const |
| Frequency | frequency () const |
Protected Attributes | |
| Natural | settlementDays_ |
| Schedule | schedule_ |
| std::vector< Rate > | coupons_ |
| DayCounter | paymentDayCounter_ |
| BusinessDayConvention | paymentConvention_ |
| Real | redemption_ |
| Date | issueDate_ |
| boost::shared_ptr< FixedRateBond > | bond_ |
|
RelinkableHandle < YieldTermStructure > | termStructureHandle_ |