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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<h3 class="navbartitle">Version 0.9.0</h3>
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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_bootstrap_helper.html">BootstrapHelper</a></div>
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<h1>BootstrapHelper Class Template Reference</h1><!-- doxytag: class="QuantLib::BootstrapHelper" --><!-- doxytag: inherits="QuantLib::Observer,QuantLib::Observable" --><code>#include <ql/termstructures/bootstraphelper.hpp></code>
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<div class="dynheader">
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Inheritance diagram for BootstrapHelper:</div>
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<div class="dynsection">
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<p><center><img src="class_quant_lib_1_1_bootstrap_helper__inherit__graph.png" border="0" usemap="#_bootstrap_helper__inherit__map" alt="Inheritance graph"></center>
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<map name="_bootstrap_helper__inherit__map">
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<area shape="rect" href="class_quant_lib_1_1_fixed_rate_bond_helper.html" title="fixed-coupon bond helper" alt="" coords="343,5,721,32"><area shape="rect" href="class_quant_lib_1_1_futures_rate_helper.html" title="Rate helper for bootstrapping over interest-rate futures prices." alt="" coords="352,56,712,83"><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="333,107,731,133"><area shape="rect" href="class_quant_lib_1_1_yyiis_inflation_helper.html" title="Year-on-year inflation-swap bootstrap helper." alt="" coords="327,157,737,184"><area shape="rect" href="class_quant_lib_1_1_zciis_inflation_helper.html" title="Zero-coupon inflation-swap bootstrap helper." alt="" coords="327,208,737,235"><area shape="rect" href="class_quant_lib_1_1_observer.html" title="Object that gets notified when a given observable changes." alt="" coords="13,81,93,108"><area shape="rect" href="class_quant_lib_1_1_observable.html" title="Object that notifies its changes to a set of observables." alt="" coords="7,132,100,159"></map>
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<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
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<a href="class_quant_lib_1_1_bootstrap_helper-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
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<h3>template<class TS><br>
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class QuantLib::BootstrapHelper< TS ></h3>
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Base helper class for bootstrapping.
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This class provides an abstraction for the instruments used to bootstrap a term structure.<p>
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It is advised that a bootstrap 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. <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="1299b8acb0c37531455f26756650dcdd"></a><!-- doxytag: member="QuantLib::BootstrapHelper::BootstrapHelper" ref="1299b8acb0c37531455f26756650dcdd" args="(const Handle< Quote > &quote)" -->
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</td><td class="memItemRight" valign="bottom"><b>BootstrapHelper</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="7e2d8f3f54ffbebf7627f11beb8b0dd2"></a><!-- doxytag: member="QuantLib::BootstrapHelper::BootstrapHelper" ref="7e2d8f3f54ffbebf7627f11beb8b0dd2" args="(Real quote)" -->
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</td><td class="memItemRight" valign="bottom"><b>BootstrapHelper</b> (<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> quote)</td></tr>
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<tr><td colspan="2"><div class="groupHeader">BootstrapHelper interface</div></td></tr>
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cc00c84d3345895f7c21eb647d1a165d"></a><!-- doxytag: member="QuantLib::BootstrapHelper::quoteError" ref="cc00c84d3345895f7c21eb647d1a165d" args="() const " -->
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<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">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="510a1386e650a94312eba5068463a16e"></a><!-- doxytag: member="QuantLib::BootstrapHelper::quoteValue" ref="510a1386e650a94312eba5068463a16e" args="() const " -->
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<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>quoteValue</b> () const </td></tr>
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="621528cb58b5d16b1527b6d29db3f65c"></a><!-- doxytag: member="QuantLib::BootstrapHelper::quoteIsValid" ref="621528cb58b5d16b1527b6d29db3f65c" args="() const " -->
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bool </td><td class="memItemRight" valign="bottom"><b>quoteIsValid</b> () const </td></tr>
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="084bbc018cd8351e5acbe2f64d153efa"></a><!-- doxytag: member="QuantLib::BootstrapHelper::impliedQuote" ref="084bbc018cd8351e5acbe2f64d153efa" args="() const =0" -->
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virtual <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">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">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bootstrap_helper.html#c8bb5ca2d4e7d7754be9f69e43a054ce">setTermStructure</a> (TS *)</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="#c8bb5ca2d4e7d7754be9f69e43a054ce"></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_bootstrap_helper.html#4f214cc42c56e72b46e5eb1169d09c85">earliestDate</a> () const </td></tr>
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<tr><td class="mdescLeft"> </td><td class="mdescRight">earliest relevant date <a href="#4f214cc42c56e72b46e5eb1169d09c85"></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_bootstrap_helper.html#222b6622639b9f88498559ff0cbc1cf5">latestDate</a> () const </td></tr>
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<tr><td class="mdescLeft"> </td><td class="mdescRight">latest relevant date <a href="#222b6622639b9f88498559ff0cbc1cf5"></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">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bootstrap_helper.html#c5c54df7ed3b930268c8d7752c101725">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="5d87a388f17e28809793d3f796120ffe"></a><!-- doxytag: member="QuantLib::BootstrapHelper::quote_" ref="5d87a388f17e28809793d3f796120ffe" args="" -->
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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="b8dd7251ae853867524318d16decff5d"></a><!-- doxytag: member="QuantLib::BootstrapHelper::termStructure_" ref="b8dd7251ae853867524318d16decff5d" args="" -->
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TS * </td><td class="memItemRight" valign="bottom"><b>termStructure_</b></td></tr>
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="32b2e7b78fba89f3b87e6c61b4e783a8"></a><!-- doxytag: member="QuantLib::BootstrapHelper::earliestDate_" ref="32b2e7b78fba89f3b87e6c61b4e783a8" args="" -->
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<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>earliestDate_</b></td></tr>
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7b3b450e2412f03562f6e3f43020b876"></a><!-- doxytag: member="QuantLib::BootstrapHelper::latestDate_" ref="7b3b450e2412f03562f6e3f43020b876" args="" -->
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<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>latestDate_</b></td></tr>
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<hr><h2>Member Function Documentation</h2>
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<a class="anchor" name="c8bb5ca2d4e7d7754be9f69e43a054ce"></a><!-- doxytag: member="QuantLib::BootstrapHelper::setTermStructure" ref="c8bb5ca2d4e7d7754be9f69e43a054ce" args="(TS *)" -->
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<div class="memitem">
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<td class="memname">void setTermStructure </td>
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<td class="paramtype">TS * </td>
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<td class="paramname"> <em>t</em> </td>
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<td> ) </td>
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<td width="100%"><code> [virtual]</code></td>
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sets the term structure to be used for pricing
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<dl compact><dt><b><a class="el" href="caveats.html#_caveats000091">Warning:</a></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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<a class="anchor" name="4f214cc42c56e72b46e5eb1169d09c85"></a><!-- doxytag: member="QuantLib::BootstrapHelper::earliestDate" ref="4f214cc42c56e72b46e5eb1169d09c85" args="() const " -->
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<td class="memname"><a class="el" href="class_quant_lib_1_1_date.html">Date</a> earliestDate </td>
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<td class="paramname"> </td>
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<td> ) </td>
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<td width="100%"> const<code> [virtual]</code></td>
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earliest relevant date
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The earliest date at which discounts are needed by the helper in order to provide a quote.
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<a class="anchor" name="222b6622639b9f88498559ff0cbc1cf5"></a><!-- doxytag: member="QuantLib::BootstrapHelper::latestDate" ref="222b6622639b9f88498559ff0cbc1cf5" args="() const " -->
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<td class="memname"><a class="el" href="class_quant_lib_1_1_date.html">Date</a> latestDate </td>
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<td class="paramname"> </td>
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<td> ) </td>
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<td width="100%"> const<code> [virtual]</code></td>
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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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<a class="anchor" name="c5c54df7ed3b930268c8d7752c101725"></a><!-- doxytag: member="QuantLib::BootstrapHelper::update" ref="c5c54df7ed3b930268c8d7752c101725" args="()" -->
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<td class="memname">void update </td>
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<td class="paramname"> </td>
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<td> ) </td>
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<td width="100%"><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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<p>Implements <a class="el" href="class_quant_lib_1_1_observer.html#99b02345a8a15d3c5ea2844a2253f510">Observer</a>.</p>
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<p>Reimplemented in <a class="el" href="class_quant_lib_1_1_relative_date_rate_helper.html#c5c54df7ed3b930268c8d7752c101725">RelativeDateRateHelper</a>.</p>
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