DepositRateHelper Class Reference

#include <ql/TermStructures/ratehelpers.hpp>

Inheritance diagram for DepositRateHelper:

Inheritance graph
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List of all members.

Detailed Description

Deposit rate.

Warning:
This class assumes that the reference date does not change between calls of setTermStructure().


Public Member Functions

 DepositRateHelper (const RelinkableHandle< Quote > &rate, Integer n, TimeUnit units, Integer settlementDays, const Calendar &calendar, BusinessDayConvention convention, const DayCounter &dayCounter)
 DepositRateHelper (Rate rate, Integer n, TimeUnit units, Integer settlementDays, const Calendar &calendar, BusinessDayConvention convention, const DayCounter &dayCounter)
Real impliedQuote () const
DiscountFactor discountGuess () const
void setTermStructure (TermStructure *)
 sets the term structure to be used for pricing

Date maturity () const
 maturity date


Member Function Documentation

void setTermStructure TermStructure  )  [virtual]
 

sets the term structure to be used for pricing

Warning:
Being a pointer and not a shared_ptr, the term structure is not guaranteed to remain allocated for the whole life of the rate helper. It is responsibility of the programmer to ensure that the pointer remains valid. It is advised that rate helpers be used only in term structure constructors, setting the term structure to this, i.e., the one being constructed.

Reimplemented from RateHelper.


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