org.jquantlib.termstructures.yieldcurves

Class RelativeDateRateHelper

java.lang.Object

org.jquantlib.termstructures.BootstrapHelper<YieldTermStructure>

org.jquantlib.termstructures.RateHelper

org.jquantlib.termstructures.yieldcurves.RelativeDateRateHelper

All Implemented Interfaces:

Observable, Observer, PolymorphicVisitable

Direct Known Subclasses:

BMASwapRateHelper, DepositRateHelper, FraRateHelper, SwapRateHelper

public abstract class RelativeDateRateHelper
extends RateHelper

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

Constructor Summary

Constructors

Constructor and Description
RelativeDateRateHelper(double d)
RelativeDateRateHelper(Handle<Quote> quote)

Method Summary

Modifier and Type	Method and Description
void	update() This method is called whenever the observed object is changed.

Methods inherited from class org.jquantlib.termstructures.BootstrapHelper

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

Methods inherited from class java.lang.Object

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

Constructor Detail

RelativeDateRateHelper

public RelativeDateRateHelper(double d)

RelativeDateRateHelper

public RelativeDateRateHelper(Handle<Quote> quote)

Method Detail

update

public void update()

Description copied from interface: Observer

This method is called whenever the observed object is changed.

Specified by:

update in interface Observer

Overrides:

update in class BootstrapHelper<YieldTermStructure>