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<b>QuantLib</b>::<a class="el" href="class_quant_lib_1_1_rate_helper.html">RateHelper</a></div>
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<h1>RateHelper Class Reference</h1><code>#include <ql/TermStructures/ratehelpers.hpp></code>
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Inheritance diagram for RateHelper:<p><center><img src="class_quant_lib_1_1_rate_helper__inherit__graph.png" border="0" usemap="#_rate_helper__inherit__map" alt="Inheritance graph"></center>
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<map name="_rate_helper__inherit__map">
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<area href="class_quant_lib_1_1_deposit_rate_helper.html" shape="rect" coords="8,158,141,182" alt="">
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<area href="class_quant_lib_1_1_fra_rate_helper.html" shape="rect" coords="165,158,274,182" alt="">
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<area href="class_quant_lib_1_1_futures_rate_helper.html" shape="rect" coords="298,158,432,182" alt="">
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<area href="class_quant_lib_1_1_swap_rate_helper.html" shape="rect" coords="456,158,578,182" alt="">
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<area href="class_quant_lib_1_1_observer.html" shape="rect" coords="200,9,277,33" alt="">
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<area href="class_quant_lib_1_1_observable.html" shape="rect" coords="301,9,392,33" alt="">
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<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center><a href="class_quant_lib_1_1_rate_helper-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
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Base class for rate helpers.
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This class provides an abstraction for the instruments used to bootstrap a term structure. It is advised that a rate helper for an instrument contains an instance of the actual instrument class to ensure consistancy between the algorithms used during bootstrapping and later instrument pricing. This is not yet fully enforced in the available rate helpers, though - only <a class="el" href="class_quant_lib_1_1_swap_rate_helper.html">SwapRateHelper</a> contains a <a class="el" href="class_quant_lib_1_1_swap.html">Swap</a> instrument for the time being.
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<table border="0" cellpadding="0" cellspacing="0">
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<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a0" doxytag="QuantLib::RateHelper::RateHelper"></a>
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</td><td class="memItemRight" valign="bottom"><b>RateHelper</b> (const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > &quote)</td></tr>
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a1" doxytag="QuantLib::RateHelper::RateHelper"></a>
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</td><td class="memItemRight" valign="bottom"><b>RateHelper</b> (<a class="el" href="group__types.html#ga3">Real</a> quote)</td></tr>
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<tr><td colspan="2"><div class="groupHeader">RateHelper interface</div></td></tr>
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="z169_0" doxytag="QuantLib::RateHelper::quoteError"></a>
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<a class="el" href="group__types.html#ga3">Real</a> </td><td class="memItemRight" valign="bottom"><b>quoteError</b> () const </td></tr>
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="z169_1" doxytag="QuantLib::RateHelper::referenceQuote"></a>
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<a class="el" href="group__types.html#ga3">Real</a> </td><td class="memItemRight" valign="bottom"><b>referenceQuote</b> () const </td></tr>
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="z169_2" doxytag="QuantLib::RateHelper::impliedQuote"></a>
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virtual <a class="el" href="group__types.html#ga3">Real</a> </td><td class="memItemRight" valign="bottom"><b>impliedQuote</b> () const =0</td></tr>
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="z169_3" doxytag="QuantLib::RateHelper::discountGuess"></a>
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virtual <a class="el" href="group__types.html#ga7">DiscountFactor</a> </td><td class="memItemRight" valign="bottom"><b>discountGuess</b> () const </td></tr>
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<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_rate_helper.html#z169_4">setTermStructure</a> (<a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> *)</td></tr>
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<tr><td class="mdescLeft"> </td><td class="mdescRight">sets the term structure to be used for pricing <a href="#z169_4"></a><br></td></tr>
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<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual <a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_rate_helper.html#z169_5">latestDate</a> () const =0</td></tr>
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<tr><td class="mdescLeft"> </td><td class="mdescRight">latest relevant date <a href="#z169_5"></a><br></td></tr>
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<tr><td colspan="2"><div class="groupHeader">Observer interface</div></td></tr>
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<tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_rate_helper.html#z170_0">update</a> ()</td></tr>
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<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="p0" doxytag="QuantLib::RateHelper::quote_"></a>
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<a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > </td><td class="memItemRight" valign="bottom"><b>quote_</b></td></tr>
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="p1" doxytag="QuantLib::RateHelper::termStructure_"></a>
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<a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> * </td><td class="memItemRight" valign="bottom"><b>termStructure_</b></td></tr>
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<hr><h2>Member Function Documentation</h2>
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<a class="anchor" name="z169_4" doxytag="QuantLib::RateHelper::setTermStructure"></a><p>
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<table class="mdTable" cellpadding="2" cellspacing="0">
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<table cellpadding="0" cellspacing="0" border="0">
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<td class="md" nowrap valign="top">virtual void setTermStructure </td>
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<td class="md" valign="top">( </td>
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<td class="md" nowrap valign="top"><a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> * </td>
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<td class="mdname1" valign="top" nowrap> </td>
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<td class="md" valign="top"> ) </td>
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<td class="md" nowrap><code> [virtual]</code></td>
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<table cellspacing="5" cellpadding="0" border="0">
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sets the term structure to be used for pricing
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<dl compact><dt><b>Warning:</b></dt><dd>Being a pointer and not a shared_ptr, the term structure is not guaranteed to remain allocated for the whole life of the rate helper. It is responsibility of the programmer to ensure that the pointer remains valid. It is advised that rate helpers be used only in term structure constructors, setting the term structure to <b>this</b>, i.e., the one being constructed. </dd></dl>
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Reimplemented in <a class="el" href="class_quant_lib_1_1_deposit_rate_helper.html#a4">DepositRateHelper</a>, <a class="el" href="class_quant_lib_1_1_fra_rate_helper.html#a4">FraRateHelper</a>, and <a class="el" href="class_quant_lib_1_1_swap_rate_helper.html#a4">SwapRateHelper</a>. </td>
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<a class="anchor" name="z169_5" doxytag="QuantLib::RateHelper::latestDate"></a><p>
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<table class="mdTable" cellpadding="2" cellspacing="0">
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<table cellpadding="0" cellspacing="0" border="0">
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<td class="md" nowrap valign="top">virtual <a class="el" href="class_quant_lib_1_1_date.html">Date</a> latestDate </td>
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<td class="md" valign="top">( </td>
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<td class="mdname1" valign="top" nowrap> </td>
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<td class="md" valign="top"> ) </td>
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<td class="md" nowrap> const<code> [pure virtual]</code></td>
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<table cellspacing="5" cellpadding="0" border="0">
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The latest date at which discounts are needed by the helper in order to provide a quote. It does not necessarily equal the maturity of the underlying instrument.
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Implemented in <a class="el" href="class_quant_lib_1_1_deposit_rate_helper.html#a5">DepositRateHelper</a>, <a class="el" href="class_quant_lib_1_1_fra_rate_helper.html#a5">FraRateHelper</a>, <a class="el" href="class_quant_lib_1_1_futures_rate_helper.html#a5">FuturesRateHelper</a>, and <a class="el" href="class_quant_lib_1_1_swap_rate_helper.html#a3">SwapRateHelper</a>. </td>
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<a class="anchor" name="z170_0" doxytag="QuantLib::RateHelper::update"></a><p>
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<table class="mdTable" cellpadding="2" cellspacing="0">
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<table cellpadding="0" cellspacing="0" border="0">
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<td class="md" nowrap valign="top">void update </td>
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<td class="md" valign="top">( </td>
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<td class="mdname1" valign="top" nowrap> </td>
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<td class="md" valign="top"> ) </td>
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<td class="md" nowrap><code> [virtual]</code></td>
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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.
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Implements <a class="el" href="class_quant_lib_1_1_observer.html#a6">Observer</a>. </td>
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