RelativeDateRateHelper (3) Linux Manual Page
QuantLib::RelativeDateRateHelper – Rate helper with date schedule relative to the global evaluation date.
Synopsis
#include <ql/termstructures/yield/ratehelpers.hpp>Inherits QuantLib::BootstrapHelper< YieldTermStructure >.
Inherited by BMASwapRateHelper, DepositRateHelper, FraRateHelper, and SwapRateHelper.
Public Member Functions
RelativeDateRateHelper (const Handle< Quote > "e)RelativeDateRateHelper (Real quote)
Observer interface
void update ()
Protected Member Functions
virtual void initializeDates ()=0Protected Attributes
Date evaluationDate_Detailed Description
Rate helper with date schedule relative to the global evaluation date. This class takes care of rebuilding the date schedule when the global evaluation date changes
Member Function Documentation
void update () [virtual]
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.Reimplemented from BootstrapHelper< TS >.