/src/quantlib/ql/termstructures/bootstraphelper.hpp

Source
/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

/*
 Copyright (C) 2005, 2006, 2007, 2008 StatPro Italia srl
 Copyright (C) 2007, 2009, 2015 Ferdinando Ametrano
 Copyright (C) 2015 Paolo Mazzocchi

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <quantlib-dev@lists.sf.net>. The license is also available online at
 <https://www.quantlib.org/license.shtml>.

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
*/

/*! \file bootstraphelper.hpp
    \brief base helper class used for bootstrapping
*/

#ifndef quantlib_bootstrap_helper_hpp
#define quantlib_bootstrap_helper_hpp

#include <ql/handle.hpp>
#include <ql/patterns/observable.hpp>
#include <ql/patterns/visitor.hpp>
#include <ql/quote.hpp>
#include <ql/quotes/simplequote.hpp>
#include <ql/settings.hpp>
#include <ql/time/date.hpp>
#include <utility>

namespace QuantLib {

    struct Pillar {
        //! Alternatives ways of determining the pillar date
        enum Choice {
            MaturityDate,     //! instruments maturity date
            LastRelevantDate, //! last date relevant for instrument pricing
            CustomDate        //! custom choice
        };
    };

    std::ostream& operator<<(std::ostream& out, Pillar::Choice type);

    //! Base helper class for bootstrapping
    /*! This class provides an abstraction for the instruments used to
        bootstrap a term structure.

        It is advised that a bootstrap helper for an instrument
        contains an instance of the actual instrument class to ensure
        consistancy between the algorithms used during bootstrapping
        and later instrument pricing. This is not yet fully enforced
        in the available bootstrap helpers.
    */
    template <class TS>
    class BootstrapHelper : public Observer, public Observable {
      public:
        explicit BootstrapHelper(const std::variant<Spread, Handle<Quote>>& quote);
        ~BootstrapHelper() override = default;
        //! \name BootstrapHelper interface
        //@{
        const Handle<Quote>& quote() const { return quote_; }
        virtual Real impliedQuote() const = 0;
        Real quoteError() const { return quote_->value() - impliedQuote(); }
        //! 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
                     this method is called only inside the term
                     structure being bootstrapped, setting the pointer
                     to <b>this</b>, i.e., the term structure itself.
        */
        virtual void setTermStructure(TS*);

        //! earliest relevant date
        /*! The earliest date at which data are needed by the
            helper in order to provide a quote.
        */
        virtual Date earliestDate() const;

        //! instrument's maturity date
        virtual Date maturityDate() const;

        //! latest relevant date
        /*! The latest date at which data are needed by the helper
            in order to provide a quote. It does not necessarily
            equal the maturity of the underlying instrument.
        */
        virtual Date latestRelevantDate() const;

        //! pillar date
        virtual Date pillarDate() const;

        //! latest date
        /*! equal to pillarDate()
        */
        virtual Date latestDate() const;
        //@}
        //! \name Observer interface
        //@{
        void update() override;
        //@}
        //! \name Visitability
        //@{
        virtual void accept(AcyclicVisitor&);
        //@}
      protected:
        Handle<Quote> quote_;
        TS* termStructure_;
        Date earliestDate_, latestDate_;
        Date maturityDate_, latestRelevantDate_, pillarDate_;
    };

    //! 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
    */
    template <class TS>
    class RelativeDateBootstrapHelper : public BootstrapHelper<TS> {
      public:
        explicit RelativeDateBootstrapHelper(
            const std::variant<Spread, Handle<Quote>>& quote,
            bool updateDates = true);

        //! \name Observer interface
        //@{
        void update() override {
            if (updateDates_ && evaluationDate_ != Settings::instance().evaluationDate()) {
                evaluationDate_ = Settings::instance().evaluationDate();
                initializeDates();
            }
            BootstrapHelper<TS>::update();
        }
        //@}
      protected:
        virtual void initializeDates() = 0;
        Date evaluationDate_;
        bool updateDates_;
    };

    // template definitions

    template <class TS>
    BootstrapHelper<TS>::BootstrapHelper(const std::variant<Spread, Handle<Quote>>& quote)
    : quote_(handleFromVariant(quote)), termStructure_(nullptr) {
        registerWith(quote_);
    }

    template <class TS>
    void BootstrapHelper<TS>::setTermStructure(TS* t) {
        QL_REQUIRE(t != nullptr, "null term structure given");
        termStructure_ = t;
    }

    template <class TS>
    Date BootstrapHelper<TS>::earliestDate() const {
        return earliestDate_;
    }

    template <class TS>
    Date BootstrapHelper<TS>::maturityDate() const {
        if (maturityDate_ == Date())
            return latestRelevantDate();
        return maturityDate_;
    }

    template <class TS>
    Date BootstrapHelper<TS>::latestRelevantDate() const {
        if (latestRelevantDate_ == Date())
            return latestDate();
        return latestRelevantDate_;
    }

    template <class TS>
    Date BootstrapHelper<TS>::pillarDate() const {
        if (pillarDate_==Date())
            return latestDate();
        return pillarDate_;
    }

    template <class TS>
    Date BootstrapHelper<TS>::latestDate() const {
        if (latestDate_ == Date())
            return pillarDate_;
        return latestDate_;
    }

    template <class TS>
    void BootstrapHelper<TS>::update() {
        notifyObservers();
    }

    template <class TS>
    void BootstrapHelper<TS>::accept(AcyclicVisitor& v) {
        auto* v1 = dynamic_cast<Visitor<BootstrapHelper<TS> >*>(&v);
        if (v1 != nullptr)
            v1->visit(*this);
        else
            QL_FAIL("not a bootstrap-helper visitor");
    }


    template <class TS>
    RelativeDateBootstrapHelper<TS>::RelativeDateBootstrapHelper(
        const std::variant<Spread, Handle<Quote>>& quote, bool updateDates)
    : BootstrapHelper<TS>(quote), updateDates_(updateDates) {
        if (updateDates) {
            this->registerWith(Settings::instance().evaluationDate());
            evaluationDate_ = Settings::instance().evaluationDate();
        }
    }


    inline std::ostream& operator<<(std::ostream& out,
                                    Pillar::Choice t) {
        switch (t) {
        case Pillar::MaturityDate:
            return out << "MaturityPillarDate";
        case Pillar::LastRelevantDate:
            return out << "LastRelevantPillarDate";
        case Pillar::CustomDate:
            return out << "CustomPillarDate";
        default:
            QL_FAIL("unknown Pillar::Choice(" << Integer(t) << ")");
        }
    }

    namespace detail {

        class BootstrapHelperSorter {
          public:
            template <class Helper>
            bool operator()(
                    const ext::shared_ptr<Helper>& h1,
                    const ext::shared_ptr<Helper>& h2) const {
                return (h1->pillarDate() < h2->pillarDate());
            }
        };

    }

}

#endif

Coverage Report

Created: 2025-11-04 06:12

Line	Count	Source
1		/* -- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -- */
2
3		/*
4		Copyright (C) 2005, 2006, 2007, 2008 StatPro Italia srl
5		Copyright (C) 2007, 2009, 2015 Ferdinando Ametrano
6		Copyright (C) 2015 Paolo Mazzocchi
7
8		This file is part of QuantLib, a free-software/open-source library
9		for financial quantitative analysts and developers - http://quantlib.org/
10
11		QuantLib is free software: you can redistribute it and/or modify it
12		under the terms of the QuantLib license. You should have received a
13		copy of the license along with this program; if not, please email
14		<quantlib-dev@lists.sf.net>. The license is also available online at
15		<https://www.quantlib.org/license.shtml>.
16
17		This program is distributed in the hope that it will be useful, but WITHOUT
18		ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
19		FOR A PARTICULAR PURPOSE. See the license for more details.
20		*/
21
22		/*! \file bootstraphelper.hpp
23		\brief base helper class used for bootstrapping
24		*/
25
26		#ifndef quantlib_bootstrap_helper_hpp
27		#define quantlib_bootstrap_helper_hpp
28
29		#include <ql/handle.hpp>
30		#include <ql/patterns/observable.hpp>
31		#include <ql/patterns/visitor.hpp>
32		#include <ql/quote.hpp>
33		#include <ql/quotes/simplequote.hpp>
34		#include <ql/settings.hpp>
35		#include <ql/time/date.hpp>
36		#include <utility>
37
38		namespace QuantLib {
39
40		struct Pillar {
41		//! Alternatives ways of determining the pillar date
42		enum Choice {
43		MaturityDate, //! instruments maturity date
44		LastRelevantDate, //! last date relevant for instrument pricing
45		CustomDate //! custom choice
46		};
47		};
48
49		std::ostream& operator<<(std::ostream& out, Pillar::Choice type);
50
51		//! Base helper class for bootstrapping
52		/*! This class provides an abstraction for the instruments used to
53		bootstrap a term structure.
54
55		It is advised that a bootstrap helper for an instrument
56		contains an instance of the actual instrument class to ensure
57		consistancy between the algorithms used during bootstrapping
58		and later instrument pricing. This is not yet fully enforced
59		in the available bootstrap helpers.
60		*/
61		template <class TS>
62		class BootstrapHelper : public Observer, public Observable {
63		public:
64		explicit BootstrapHelper(const std::variant<Spread, Handle<Quote>>& quote);
65	0	~BootstrapHelper() override = default; Unexecuted instantiation: QuantLib::BootstrapHelper<QuantLib::DefaultProbabilityTermStructure>::~BootstrapHelper() Unexecuted instantiation: QuantLib::BootstrapHelper<QuantLib::YoYOptionletVolatilitySurface>::~BootstrapHelper() Unexecuted instantiation: QuantLib::BootstrapHelper<QuantLib::YieldTermStructure>::~BootstrapHelper() Unexecuted instantiation: QuantLib::BootstrapHelper<QuantLib::ZeroInflationTermStructure>::~BootstrapHelper() Unexecuted instantiation: QuantLib::BootstrapHelper<QuantLib::YoYInflationTermStructure>::~BootstrapHelper()
66		//! \name BootstrapHelper interface
67		//@{
68	0	const Handle<Quote>& quote() const { return quote_; }
69		virtual Real impliedQuote() const = 0;
70		Real quoteError() const { return quote_->value() - impliedQuote(); }
71		//! sets the term structure to be used for pricing
72		/*! \warning Being a pointer and not a shared_ptr, the term
73		structure is not guaranteed to remain allocated
74		for the whole life of the rate helper. It is
75		responsibility of the programmer to ensure that
76		the pointer remains valid. It is advised that
77		this method is called only inside the term
78		structure being bootstrapped, setting the pointer
79		to <b>this</b>, i.e., the term structure itself.
80		*/
81		virtual void setTermStructure(TS*);
82
83		//! earliest relevant date
84		/*! The earliest date at which data are needed by the
85		helper in order to provide a quote.
86		*/
87		virtual Date earliestDate() const;
88
89		//! instrument's maturity date
90		virtual Date maturityDate() const;
91
92		//! latest relevant date
93		/*! The latest date at which data are needed by the helper
94		in order to provide a quote. It does not necessarily
95		equal the maturity of the underlying instrument.
96		*/
97		virtual Date latestRelevantDate() const;
98
99		//! pillar date
100		virtual Date pillarDate() const;
101
102		//! latest date
103		/*! equal to pillarDate()
104		*/
105		virtual Date latestDate() const;
106		//@}
107		//! \name Observer interface
108		//@{
109		void update() override;
110		//@}
111		//! \name Visitability
112		//@{
113		virtual void accept(AcyclicVisitor&);
114		//@}
115		protected:
116		Handle<Quote> quote_;
117		TS* termStructure_;
118		Date earliestDate_, latestDate_;
119		Date maturityDate_, latestRelevantDate_, pillarDate_;
120		};
121
122		//! Bootstrap helper with date schedule relative to global evaluation date
123		/*! Derived classes must takes care of rebuilding the date schedule when
124		the global evaluation date changes
125		*/
126		template <class TS>
127		class RelativeDateBootstrapHelper : public BootstrapHelper<TS> {
128		public:
129		explicit RelativeDateBootstrapHelper(
130		const std::variant<Spread, Handle<Quote>>& quote,
131		bool updateDates = true);
132
133		//! \name Observer interface
134		//@{
135	0	void update() override {
136	0	if (updateDates_ && evaluationDate_ != Settings::instance().evaluationDate()) {
137	0	evaluationDate_ = Settings::instance().evaluationDate();
138	0	initializeDates();
139	0	}
140	0	BootstrapHelper<TS>::update();
141	0	} Unexecuted instantiation: QuantLib::RelativeDateBootstrapHelper<QuantLib::YieldTermStructure>::update() Unexecuted instantiation: QuantLib::RelativeDateBootstrapHelper<QuantLib::DefaultProbabilityTermStructure>::update() Unexecuted instantiation: QuantLib::RelativeDateBootstrapHelper<QuantLib::ZeroInflationTermStructure>::update() Unexecuted instantiation: QuantLib::RelativeDateBootstrapHelper<QuantLib::YoYInflationTermStructure>::update()
142		//@}
143		protected:
144		virtual void initializeDates() = 0;
145		Date evaluationDate_;
146		bool updateDates_;
147		};
148
149		// template definitions
150
151		template <class TS>
152		BootstrapHelper<TS>::BootstrapHelper(const std::variant<Spread, Handle<Quote>>& quote)
153	0	: quote_(handleFromVariant(quote)), termStructure_(nullptr) {
154	0	registerWith(quote_);
155	0	} Unexecuted instantiation: QuantLib::BootstrapHelper<QuantLib::DefaultProbabilityTermStructure>::BootstrapHelper(std::__1::variant<double, QuantLib::Handle<QuantLib::Quote> > const&) Unexecuted instantiation: QuantLib::BootstrapHelper<QuantLib::YoYOptionletVolatilitySurface>::BootstrapHelper(std::__1::variant<double, QuantLib::Handle<QuantLib::Quote> > const&) Unexecuted instantiation: QuantLib::BootstrapHelper<QuantLib::YieldTermStructure>::BootstrapHelper(std::__1::variant<double, QuantLib::Handle<QuantLib::Quote> > const&) Unexecuted instantiation: QuantLib::BootstrapHelper<QuantLib::ZeroInflationTermStructure>::BootstrapHelper(std::__1::variant<double, QuantLib::Handle<QuantLib::Quote> > const&) Unexecuted instantiation: QuantLib::BootstrapHelper<QuantLib::YoYInflationTermStructure>::BootstrapHelper(std::__1::variant<double, QuantLib::Handle<QuantLib::Quote> > const&)
156
157		template <class TS>
158	0	void BootstrapHelper<TS>::setTermStructure(TS* t) {
159	0	QL_REQUIRE(t != nullptr, "null term structure given");
160	0	termStructure_ = t;
161	0	} Unexecuted instantiation: QuantLib::BootstrapHelper<QuantLib::DefaultProbabilityTermStructure>::setTermStructure(QuantLib::DefaultProbabilityTermStructure) Unexecuted instantiation: QuantLib::BootstrapHelper<QuantLib::YoYOptionletVolatilitySurface>::setTermStructure(QuantLib::YoYOptionletVolatilitySurface) Unexecuted instantiation: QuantLib::BootstrapHelper<QuantLib::YieldTermStructure>::setTermStructure(QuantLib::YieldTermStructure) Unexecuted instantiation: QuantLib::BootstrapHelper<QuantLib::ZeroInflationTermStructure>::setTermStructure(QuantLib::ZeroInflationTermStructure) Unexecuted instantiation: QuantLib::BootstrapHelper<QuantLib::YoYInflationTermStructure>::setTermStructure(QuantLib::YoYInflationTermStructure*)
162
163		template <class TS>
164	0	Date BootstrapHelper<TS>::earliestDate() const {
165	0	return earliestDate_;
166	0	} Unexecuted instantiation: QuantLib::BootstrapHelper<QuantLib::DefaultProbabilityTermStructure>::earliestDate() const Unexecuted instantiation: QuantLib::BootstrapHelper<QuantLib::YoYOptionletVolatilitySurface>::earliestDate() const Unexecuted instantiation: QuantLib::BootstrapHelper<QuantLib::YieldTermStructure>::earliestDate() const Unexecuted instantiation: QuantLib::BootstrapHelper<QuantLib::ZeroInflationTermStructure>::earliestDate() const Unexecuted instantiation: QuantLib::BootstrapHelper<QuantLib::YoYInflationTermStructure>::earliestDate() const
167
168		template <class TS>
169	0	Date BootstrapHelper<TS>::maturityDate() const {
170	0	if (maturityDate_ == Date())
171	0	return latestRelevantDate();
172	0	return maturityDate_;
173	0	} Unexecuted instantiation: QuantLib::BootstrapHelper<QuantLib::DefaultProbabilityTermStructure>::maturityDate() const Unexecuted instantiation: QuantLib::BootstrapHelper<QuantLib::YoYOptionletVolatilitySurface>::maturityDate() const Unexecuted instantiation: QuantLib::BootstrapHelper<QuantLib::YieldTermStructure>::maturityDate() const Unexecuted instantiation: QuantLib::BootstrapHelper<QuantLib::ZeroInflationTermStructure>::maturityDate() const Unexecuted instantiation: QuantLib::BootstrapHelper<QuantLib::YoYInflationTermStructure>::maturityDate() const
174
175		template <class TS>
176	0	Date BootstrapHelper<TS>::latestRelevantDate() const {
177	0	if (latestRelevantDate_ == Date())
178	0	return latestDate();
179	0	return latestRelevantDate_;
180	0	} Unexecuted instantiation: QuantLib::BootstrapHelper<QuantLib::DefaultProbabilityTermStructure>::latestRelevantDate() const Unexecuted instantiation: QuantLib::BootstrapHelper<QuantLib::YoYOptionletVolatilitySurface>::latestRelevantDate() const Unexecuted instantiation: QuantLib::BootstrapHelper<QuantLib::YieldTermStructure>::latestRelevantDate() const Unexecuted instantiation: QuantLib::BootstrapHelper<QuantLib::ZeroInflationTermStructure>::latestRelevantDate() const Unexecuted instantiation: QuantLib::BootstrapHelper<QuantLib::YoYInflationTermStructure>::latestRelevantDate() const
181
182		template <class TS>
183	0	Date BootstrapHelper<TS>::pillarDate() const {
184	0	if (pillarDate_==Date())
185	0	return latestDate();
186	0	return pillarDate_;
187	0	} Unexecuted instantiation: QuantLib::BootstrapHelper<QuantLib::DefaultProbabilityTermStructure>::pillarDate() const Unexecuted instantiation: QuantLib::BootstrapHelper<QuantLib::YoYOptionletVolatilitySurface>::pillarDate() const Unexecuted instantiation: QuantLib::BootstrapHelper<QuantLib::YieldTermStructure>::pillarDate() const Unexecuted instantiation: QuantLib::BootstrapHelper<QuantLib::ZeroInflationTermStructure>::pillarDate() const Unexecuted instantiation: QuantLib::BootstrapHelper<QuantLib::YoYInflationTermStructure>::pillarDate() const
188
189		template <class TS>
190	0	Date BootstrapHelper<TS>::latestDate() const {
191	0	if (latestDate_ == Date())
192	0	return pillarDate_;
193	0	return latestDate_;
194	0	} Unexecuted instantiation: QuantLib::BootstrapHelper<QuantLib::DefaultProbabilityTermStructure>::latestDate() const Unexecuted instantiation: QuantLib::BootstrapHelper<QuantLib::YoYOptionletVolatilitySurface>::latestDate() const Unexecuted instantiation: QuantLib::BootstrapHelper<QuantLib::YieldTermStructure>::latestDate() const Unexecuted instantiation: QuantLib::BootstrapHelper<QuantLib::ZeroInflationTermStructure>::latestDate() const Unexecuted instantiation: QuantLib::BootstrapHelper<QuantLib::YoYInflationTermStructure>::latestDate() const
195
196		template <class TS>
197	0	void BootstrapHelper<TS>::update() {
198	0	notifyObservers();
199	0	} Unexecuted instantiation: QuantLib::BootstrapHelper<QuantLib::DefaultProbabilityTermStructure>::update() Unexecuted instantiation: QuantLib::BootstrapHelper<QuantLib::YoYOptionletVolatilitySurface>::update() Unexecuted instantiation: QuantLib::BootstrapHelper<QuantLib::YieldTermStructure>::update() Unexecuted instantiation: QuantLib::BootstrapHelper<QuantLib::ZeroInflationTermStructure>::update() Unexecuted instantiation: QuantLib::BootstrapHelper<QuantLib::YoYInflationTermStructure>::update()
200
201		template <class TS>
202	0	void BootstrapHelper<TS>::accept(AcyclicVisitor& v) {
203	0	auto* v1 = dynamic_cast<Visitor<BootstrapHelper<TS> >*>(&v);
204	0	if (v1 != nullptr)
205	0	v1->visit(*this);
206	0	else
207	0	QL_FAIL("not a bootstrap-helper visitor");
208	0	} Unexecuted instantiation: QuantLib::BootstrapHelper<QuantLib::DefaultProbabilityTermStructure>::accept(QuantLib::AcyclicVisitor&) Unexecuted instantiation: QuantLib::BootstrapHelper<QuantLib::YoYOptionletVolatilitySurface>::accept(QuantLib::AcyclicVisitor&) Unexecuted instantiation: QuantLib::BootstrapHelper<QuantLib::YieldTermStructure>::accept(QuantLib::AcyclicVisitor&) Unexecuted instantiation: QuantLib::BootstrapHelper<QuantLib::ZeroInflationTermStructure>::accept(QuantLib::AcyclicVisitor&) Unexecuted instantiation: QuantLib::BootstrapHelper<QuantLib::YoYInflationTermStructure>::accept(QuantLib::AcyclicVisitor&)
209
210
211		template <class TS>
212		RelativeDateBootstrapHelper<TS>::RelativeDateBootstrapHelper(
213		const std::variant<Spread, Handle<Quote>>& quote, bool updateDates)
214	0	: BootstrapHelper<TS>(quote), updateDates_(updateDates) {
215	0	if (updateDates) {
216	0	this->registerWith(Settings::instance().evaluationDate());
217	0	evaluationDate_ = Settings::instance().evaluationDate();
218	0	}
219	0	} Unexecuted instantiation: QuantLib::RelativeDateBootstrapHelper<QuantLib::YieldTermStructure>::RelativeDateBootstrapHelper(std::__1::variant<double, QuantLib::Handle<QuantLib::Quote> > const&, bool) Unexecuted instantiation: QuantLib::RelativeDateBootstrapHelper<QuantLib::DefaultProbabilityTermStructure>::RelativeDateBootstrapHelper(std::__1::variant<double, QuantLib::Handle<QuantLib::Quote> > const&, bool) Unexecuted instantiation: QuantLib::RelativeDateBootstrapHelper<QuantLib::ZeroInflationTermStructure>::RelativeDateBootstrapHelper(std::__1::variant<double, QuantLib::Handle<QuantLib::Quote> > const&, bool) Unexecuted instantiation: QuantLib::RelativeDateBootstrapHelper<QuantLib::YoYInflationTermStructure>::RelativeDateBootstrapHelper(std::__1::variant<double, QuantLib::Handle<QuantLib::Quote> > const&, bool)
220
221
222		inline std::ostream& operator<<(std::ostream& out,
223	0	Pillar::Choice t) {
224	0	switch (t) {
225	0	case Pillar::MaturityDate:
226	0	return out << "MaturityPillarDate";
227	0	case Pillar::LastRelevantDate:
228	0	return out << "LastRelevantPillarDate";
229	0	case Pillar::CustomDate:
230	0	return out << "CustomPillarDate";
231	0	default:
232	0	QL_FAIL("unknown Pillar::Choice(" << Integer(t) << ")");
233	0	}
234	0	}
235
236		namespace detail {
237
238		class BootstrapHelperSorter {
239		public:
240		template <class Helper>
241		bool operator()(
242		const ext::shared_ptr<Helper>& h1,
243		const ext::shared_ptr<Helper>& h2) const {
244		return (h1->pillarDate() < h2->pillarDate());
245		}
246		};
247
248		}
249
250		}
251
252		#endif