Year-on-year inflation-swap bootstrap helper. More...
#include <ql/termstructures/inflation/inflationhelpers.hpp>
 Inheritance diagram for YearOnYearInflationSwapHelper:
 Inheritance diagram for YearOnYearInflationSwapHelper:| Public Member Functions | |
| YearOnYearInflationSwapHelper (const Handle< Quote > "e, const Period &swapObsLag_, const Date &maturity, const Calendar &calendar, BusinessDayConvention paymentConvention, const DayCounter &dayCounter, const boost::shared_ptr< YoYInflationIndex > &yii) | |
| void | setTermStructure (YoYInflationTermStructure *) | 
| sets the term structure to be used for pricing  More... | |
| Real | impliedQuote () const | 
|  Public Member Functions inherited from BootstrapHelper< YoYInflationTermStructure > | |
| BootstrapHelper (const Handle< Quote > "e) | |
| BootstrapHelper (Real quote) | |
| const Handle< Quote > & | quote () const | 
| Real | quoteError () const | 
| virtual Date | earliestDate () const | 
| earliest relevant date  More... | |
| virtual Date | maturityDate () const | 
| instrument's maturity date | |
| virtual Date | latestRelevantDate () const | 
| latest relevant date  More... | |
| virtual Date | pillarDate () const | 
| pillar date | |
| virtual Date | latestDate () const | 
| latest date  More... | |
| virtual void | update () | 
| virtual void | accept (AcyclicVisitor &) | 
|  Public Member Functions inherited from Observer | |
| Observer (const Observer &) | |
| Observer & | operator= (const Observer &) | 
| std::pair< iterator, bool > | registerWith (const boost::shared_ptr< Observable > &) | 
| void | registerWithObservables (const boost::shared_ptr< Observer > &) | 
| Size | unregisterWith (const boost::shared_ptr< Observable > &) | 
| void | unregisterWithAll () | 
| virtual void | deepUpdate () | 
|  Public Member Functions inherited from Observable | |
| Observable (const Observable &) | |
| Observable & | operator= (const Observable &) | 
| void | notifyObservers () | 
| Protected Attributes | |
| Period | swapObsLag_ | 
| Date | maturity_ | 
| Calendar | calendar_ | 
| BusinessDayConvention | paymentConvention_ | 
| DayCounter | dayCounter_ | 
| boost::shared_ptr< YoYInflationIndex > | yii_ | 
| boost::shared_ptr< YearOnYearInflationSwap > | yyiis_ | 
|  Protected Attributes inherited from BootstrapHelper< YoYInflationTermStructure > | |
| Handle< Quote > | quote_ | 
| YoYInflationTermStructure * | termStructure_ | 
| Date | earliestDate_ | 
| Date | latestDate_ | 
| Date | maturityDate_ | 
| Date | latestRelevantDate_ | 
| Date | pillarDate_ | 
| Additional Inherited Members | |
|  Public Types inherited from Observer | |
| typedef std::set< boost::shared_ptr< Observable > > | set_type | 
| typedef set_type::iterator | iterator | 
Year-on-year inflation-swap bootstrap helper.
| 
 | virtual | 
sets the term structure to be used for pricing
Reimplemented from BootstrapHelper< YoYInflationTermStructure >.