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  • Committer: Bazaar Package Importer
  • Author(s): Dirk Eddelbuettel
  • Date: 2007-12-25 12:30:57 UTC
  • mfrom: (1.2.8 upstream) (3.1.2 lenny)
  • Revision ID: james.westby@ubuntu.com-20071225123057-s8kt5k39yusaaw69
Tags: 0.9.0-1
* New upstream release
* As before, re-packaged upstream file QuantLib-docs-0.9.0.html.tar.gz 
  as described in the copyright file included with the Debian package.

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html/class_quant_lib_1_1_b_m_a_swap_rate_helper.html
 
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<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
 
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<html>
 
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<head>
 
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<meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
 
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<meta name="robots" content="none">
 
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<title>QuantLib: BMASwapRateHelper Class Reference</title>
 
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<link rel="stylesheet" href="quantlib.css" type="text/css">
 
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<link rel="stylesheet" href="print.css" type="text/css" media="print">
 
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<link rel="shortcut icon" href="favicon.ico" type="image/x-icon">
 
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</head>
 
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<div id="header">
 
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<img class="titleimage"
 
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 src="QL-title.jpg" width="212" height="47" border="0"
 
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 alt="QuantLib">
 
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<br>
 
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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
 
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</div>
 
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<div id="menu">
 
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<h3 class="navbartitle">Version 0.9.0</h3>
 
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<hr>
 
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<h3 class="navbartitle">Getting started</h3>
 
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<ul class="navbarlist">
 
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<li class="navlink"><a href="index.html">Introduction</a></li>
 
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<li class="navlink"><a href="overview.html">Project overview</a></li>
 
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<li class="navlink"><a href="where.html">Where to get QuantLib</a></li>
 
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<li class="navlink"><a href="install.html">Installation</a></li>
 
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<li class="navlink"><a href="config.html">Configuration</a></li>
 
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<li class="navlink"><a href="history.html">Version history</a></li>
 
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<li class="navlink"><a href="resources.html">Additional resources</a></li>
 
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<li class="navlink"><a href="group.html">The QuantLib group</a></li>
 
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<li class="navlink"><a href="license.html">Copyright and license</a></li>
 
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</ul>
 
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<hr>
 
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<h3 class="navbartitle">Reference manual</h3>
 
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<ul class="navbarlist">
 
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<li class="navlink"><a href="modules.html">Modules</a></li>
 
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<li class="navlink"><a href="hierarchy.html">Class Hierarchy</a></li>
 
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<li class="navlink"><a href="annotated.html">Compound List</a></li>
 
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<li class="navlink"><a href="files.html">File List</a></li>
 
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<li class="navlink"><a href="functions.html">Compound Members</a></li>
 
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<li class="navlink"><a href="globals.html">File Members</a></li>
 
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<li class="navlink"><a href="bug.html">Known Bugs</a></li>
 
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<li class="navlink"><a href="caveats.html">Caveats</a></li>
 
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<li class="navlink"><a href="test.html">Test Suite</a></li>
 
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<li class="navlink"><a href="examples.html">Examples</a></li>
 
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</ul>
 
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</div>
 
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<div id="content">
 
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<!--Doxygen-generated content-->
 
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<!-- Generated by Doxygen 1.5.4 -->
 
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<div class="nav">
 
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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_b_m_a_swap_rate_helper.html">BMASwapRateHelper</a></div>
 
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<h1>BMASwapRateHelper Class Reference</h1><!-- doxytag: class="QuantLib::BMASwapRateHelper" --><!-- doxytag: inherits="QuantLib::RelativeDateRateHelper" --><code>#include &lt;ql/termstructures/yield/ratehelpers.hpp&gt;</code>
 
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<p>
 
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<div class="dynheader">
 
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Inheritance diagram for BMASwapRateHelper:</div>
 
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<div class="dynsection">
 
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<p><center><img src="class_quant_lib_1_1_b_m_a_swap_rate_helper__inherit__graph.png" border="0" usemap="#_b_m_a_swap_rate_helper__inherit__map" alt="Inheritance graph"></center>
 
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<map name="_b_m_a_swap_rate_helper__inherit__map">
 
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<area shape="rect" href="class_quant_lib_1_1_relative_date_rate_helper.html" title="Rate helper with date schedule relative to the global evaluation date." alt="" coords="5,7,184,33"></map>
 
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<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
 
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<p>
 
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<a href="class_quant_lib_1_1_b_m_a_swap_rate_helper-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
 
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Rate helper for bootstrapping over BMA swap rates. <table border="0" cellpadding="0" cellspacing="0">
 
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<tr><td></td></tr>
 
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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="b574ccbab5e1a5c5a44bf6666ce798fa"></a><!-- doxytag: member="QuantLib::BMASwapRateHelper::BMASwapRateHelper" ref="b574ccbab5e1a5c5a44bf6666ce798fa" args="(const Handle&lt; Quote &gt; &amp;liborFraction, const Period &amp;tenor, Natural settlementDays, const Calendar &amp;calendar, const Period &amp;bmaPeriod, BusinessDayConvention bmaConvention, const DayCounter &amp;bmaDayCount, const boost::shared_ptr&lt; BMAIndex &gt; &amp;bmaIndex, const boost::shared_ptr&lt; IborIndex &gt; &amp;index)" -->
 
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&nbsp;</td><td class="memItemRight" valign="bottom"><b>BMASwapRateHelper</b> (const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>&lt; <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> &gt; &amp;liborFraction, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &amp;tenor, <a class="el" href="group__types.html#g7e529c39c477ba1f5a22264d93e8457a">Natural</a> settlementDays, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &amp;calendar, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &amp;bmaPeriod, <a class="el" href="group__datetime.html#gff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> bmaConvention, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &amp;bmaDayCount, const boost::shared_ptr&lt; <a class="el" href="class_quant_lib_1_1_b_m_a_index.html">BMAIndex</a> &gt; &amp;bmaIndex, const boost::shared_ptr&lt; <a class="el" href="class_quant_lib_1_1_ibor_index.html">IborIndex</a> &gt; &amp;index)</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="9c69887bf51d43666aa7d5edfe124c0a"></a><!-- doxytag: member="QuantLib::BMASwapRateHelper::impliedQuote" ref="9c69887bf51d43666aa7d5edfe124c0a" args="() const " -->
 
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<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>impliedQuote</b> () const </td></tr>
 
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="128a17ae0d2d2b95a63f9c3f49d44c31"></a><!-- doxytag: member="QuantLib::BMASwapRateHelper::setTermStructure" ref="128a17ae0d2d2b95a63f9c3f49d44c31" args="(YieldTermStructure *)" -->
 
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void&nbsp;</td><td class="memItemRight" valign="bottom"><b>setTermStructure</b> (<a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> *)</td></tr>
 
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<tr><td colspan="2"><br><h2>Protected Member Functions</h2></td></tr>
 
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5b508edbd7d439284c55178fd681adb0"></a><!-- doxytag: member="QuantLib::BMASwapRateHelper::initializeDates" ref="5b508edbd7d439284c55178fd681adb0" args="()" -->
 
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void&nbsp;</td><td class="memItemRight" valign="bottom"><b>initializeDates</b> ()</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="6f1e4aec3cba6f7cea92368273728ec8"></a><!-- doxytag: member="QuantLib::BMASwapRateHelper::tenor_" ref="6f1e4aec3cba6f7cea92368273728ec8" args="" -->
 
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<a class="el" href="class_quant_lib_1_1_period.html">Period</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>tenor_</b></td></tr>
 
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8cb58608de54286272715a08a7492a7e"></a><!-- doxytag: member="QuantLib::BMASwapRateHelper::settlementDays_" ref="8cb58608de54286272715a08a7492a7e" args="" -->
 
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<a class="el" href="group__types.html#g7e529c39c477ba1f5a22264d93e8457a">Natural</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>settlementDays_</b></td></tr>
 
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="021eab7f1f44c1c71b8dfd29b9c4864b"></a><!-- doxytag: member="QuantLib::BMASwapRateHelper::calendar_" ref="021eab7f1f44c1c71b8dfd29b9c4864b" args="" -->
 
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<a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>calendar_</b></td></tr>
 
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b81df4b2e9b736497227866f1767c20c"></a><!-- doxytag: member="QuantLib::BMASwapRateHelper::bmaPeriod_" ref="b81df4b2e9b736497227866f1767c20c" args="" -->
 
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<a class="el" href="class_quant_lib_1_1_period.html">Period</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>bmaPeriod_</b></td></tr>
 
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c5fdbb08976be90cff4569affa14d4ab"></a><!-- doxytag: member="QuantLib::BMASwapRateHelper::bmaConvention_" ref="c5fdbb08976be90cff4569affa14d4ab" args="" -->
 
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<a class="el" href="group__datetime.html#gff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>bmaConvention_</b></td></tr>
 
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="46e4ec206a727366e4fd9585e6429bae"></a><!-- doxytag: member="QuantLib::BMASwapRateHelper::bmaDayCount_" ref="46e4ec206a727366e4fd9585e6429bae" args="" -->
 
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<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>bmaDayCount_</b></td></tr>
 
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fdd686b2c608360d080d9b18a2a9f4d6"></a><!-- doxytag: member="QuantLib::BMASwapRateHelper::bmaIndex_" ref="fdd686b2c608360d080d9b18a2a9f4d6" args="" -->
 
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boost::shared_ptr&lt; <a class="el" href="class_quant_lib_1_1_b_m_a_index.html">BMAIndex</a> &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><b>bmaIndex_</b></td></tr>
 
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c4d3193ede2b988faca5add6071ef3dc"></a><!-- doxytag: member="QuantLib::BMASwapRateHelper::index_" ref="c4d3193ede2b988faca5add6071ef3dc" args="" -->
 
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boost::shared_ptr&lt; <a class="el" href="class_quant_lib_1_1_ibor_index.html">IborIndex</a> &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><b>index_</b></td></tr>
 
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="618a68c69f9e0f0373ba9fe31c7d7925"></a><!-- doxytag: member="QuantLib::BMASwapRateHelper::swap_" ref="618a68c69f9e0f0373ba9fe31c7d7925" args="" -->
 
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boost::shared_ptr&lt; <a class="el" href="class_quant_lib_1_1_b_m_a_swap.html">BMASwap</a> &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><b>swap_</b></td></tr>
 
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2e8f394e2be5705b297a1316eea82056"></a><!-- doxytag: member="QuantLib::BMASwapRateHelper::termStructureHandle_" ref="2e8f394e2be5705b297a1316eea82056" args="" -->
 
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<a class="el" href="class_quant_lib_1_1_relinkable_handle.html">RelinkableHandle</a><br>
 
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&lt; <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><b>termStructureHandle_</b></td></tr>
 
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</div>
 
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<div class="footer">
 
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<div class="endmatter">
 
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Documentation generated by
 
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<a href="http://www.doxygen.org">Doxygen</a> 1.5.4
 
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