- QuantLib
- RelativeDateBootstrapHelper
Bootstrap helper with date schedule relative to global evaluation date. More...
#include <ql/termstructures/bootstraphelper.hpp>
Public Member Functions | |
RelativeDateBootstrapHelper (const Handle< Quote > "e) | |
RelativeDateBootstrapHelper (Real quote) | |
Observer interface | |
void | update () |
Protected Member Functions | |
virtual void | initializeDates ()=0 |
Protected Attributes | |
Date | evaluationDate_ |
Bootstrap helper with date schedule relative to global evaluation date.
Derived classes must takes care of rebuilding the date schedule when the global evaluation date changes
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 >.
Reimplemented in CdsHelper.