org.jquantlib.termstructures

Class RateHelper

java.lang.Object

org.jquantlib.termstructures.BootstrapHelper<YieldTermStructure>

org.jquantlib.termstructures.RateHelper

All Implemented Interfaces:

Observable, Observer, PolymorphicVisitable

Direct Known Subclasses:

FixedRateBondHelper, FuturesRateHelper, RelativeDateRateHelper

public abstract class RateHelper
extends BootstrapHelper<YieldTermStructure>

Base helper class for yield-curve bootstrapping

This class provides an abstraction for the instruments used to bootstrap a term structure. It is advised that a rate helper for an instrument contains an instance of the actual instrument class to ensure consistency between the algorithms used during bootstrapping and later instrument pricing. This is not yet fully enforced in the available rate helpers, though - only SwapRateHelper and FixedCouponBondHelper contain their corresponding instrument for the time being.

Constructor Summary

Constructors

Constructor and Description
RateHelper(double quote)
RateHelper(Handle<Quote> quote)

Method Summary

Methods inherited from class org.jquantlib.termstructures.BootstrapHelper

accept, addObserver, countObservers, deleteObserver, deleteObservers, earliestDate, getObservers, impliedQuote, latestDate, notifyObservers, notifyObservers, quoteError, quoteIsValid, setTermStructure, update

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

RateHelper

public RateHelper(Handle<Quote> quote)

RateHelper

public RateHelper(double quote)