/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.

        \warning Using this helper together with a bootstrapped curve constructed 
                 with a fixed reference date causes the curve to re-bootstrap on 
                 every evaluation date change, even though the result is identical. 
                 This is because the helper registers with the global evaluation 
                 date and notifies the curve on every change. To avoid the unnecessary 
                 work, either:
                 - call \c freeze() on the curve after the initial bootstrap; 
                 - use the fixed-effective-date constructors of the helpers so that 
                 they do not register with the global evaluation date at all.
    */
    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: 2026-06-08 06:47

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	0	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		\warning Using this helper together with a bootstrapped curve constructed
127		with a fixed reference date causes the curve to re-bootstrap on
128		every evaluation date change, even though the result is identical.
129		This is because the helper registers with the global evaluation
130		date and notifies the curve on every change. To avoid the unnecessary
131		work, either:
132		- call \c freeze() on the curve after the initial bootstrap;
133		- use the fixed-effective-date constructors of the helpers so that
134		they do not register with the global evaluation date at all.
135		*/
136		template <class TS>
137		class RelativeDateBootstrapHelper : public BootstrapHelper<TS> {
138		public:
139		explicit RelativeDateBootstrapHelper(
140		const std::variant<Spread, Handle<Quote>>& quote,
141		bool updateDates = true);
142
143		//! \name Observer interface
144		//@{
145	0	void update() override {
146	0	if (updateDates_ && evaluationDate_ != Settings::instance().evaluationDate()) {
147	0	evaluationDate_ = Settings::instance().evaluationDate();
148	0	initializeDates();
149	0	}
150	0	BootstrapHelper<TS>::update();
151	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()
152		//@}
153		protected:
154		virtual void initializeDates() = 0;
155		Date evaluationDate_;
156		bool updateDates_;
157		};
158
159		// template definitions
160
161		template <class TS>
162		BootstrapHelper<TS>::BootstrapHelper(const std::variant<Spread, Handle<Quote>>& quote)
163	0	: quote_(handleFromVariant(quote)), termStructure_(nullptr) {
164	0	registerWith(quote_);
165	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&)
166
167		template <class TS>
168	0	void BootstrapHelper<TS>::setTermStructure(TS* t) {
169	0	QL_REQUIRE(t != nullptr, "null term structure given");
170	0	termStructure_ = t;
171	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*)
172
173		template <class TS>
174	0	Date BootstrapHelper<TS>::earliestDate() const {
175	0	return earliestDate_;
176	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
177
178		template <class TS>
179	0	Date BootstrapHelper<TS>::maturityDate() const {
180	0	if (maturityDate_ == Date())
181	0	return latestRelevantDate();
182	0	return maturityDate_;
183	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
184
185		template <class TS>
186	0	Date BootstrapHelper<TS>::latestRelevantDate() const {
187	0	if (latestRelevantDate_ == Date())
188	0	return latestDate();
189	0	return latestRelevantDate_;
190	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
191
192		template <class TS>
193	0	Date BootstrapHelper<TS>::pillarDate() const {
194	0	if (pillarDate_==Date())
195	0	return latestDate();
196	0	return pillarDate_;
197	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
198
199		template <class TS>
200	0	Date BootstrapHelper<TS>::latestDate() const {
201	0	if (latestDate_ == Date())
202	0	return pillarDate_;
203	0	return latestDate_;
204	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
205
206		template <class TS>
207	0	void BootstrapHelper<TS>::update() {
208	0	notifyObservers();
209	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()
210
211		template <class TS>
212	0	void BootstrapHelper<TS>::accept(AcyclicVisitor& v) {
213	0	auto* v1 = dynamic_cast<Visitor<BootstrapHelper<TS> >*>(&v);
214	0	if (v1 != nullptr)
215	0	v1->visit(*this);
216	0	else
217	0	QL_FAIL("not a bootstrap-helper visitor");
218	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&)
219
220
221		template <class TS>
222		RelativeDateBootstrapHelper<TS>::RelativeDateBootstrapHelper(
223		const std::variant<Spread, Handle<Quote>>& quote, bool updateDates)
224	0	: BootstrapHelper<TS>(quote), updateDates_(updateDates) {
225	0	if (updateDates) {
226	0	this->registerWith(Settings::instance().evaluationDate());
227	0	evaluationDate_ = Settings::instance().evaluationDate();
228	0	}
229	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)
230
231
232		inline std::ostream& operator<<(std::ostream& out,
233	0	Pillar::Choice t) {
234	0	switch (t) {
235	0	case Pillar::MaturityDate:
236	0	return out << "MaturityPillarDate";
237	0	case Pillar::LastRelevantDate:
238	0	return out << "LastRelevantPillarDate";
239	0	case Pillar::CustomDate:
240	0	return out << "CustomPillarDate";
241	0	default:
242	0	QL_FAIL("unknown Pillar::Choice(" << Integer(t) << ")");
243	0	}
244	0	}
245
246		namespace detail {
247
248		class BootstrapHelperSorter {
249		public:
250		template <class Helper>
251		bool operator()(
252		const ext::shared_ptr<Helper>& h1,
253		const ext::shared_ptr<Helper>& h2) const {
254		return (h1->pillarDate() < h2->pillarDate());
255		}
256		};
257
258		}
259
260		}
261
262		#endif