/*! \warning Setting a pricing engine to the passed bond from
* external code will cause the bootstrap to fail or
* to give wrong results. It is advised to discard
* the bond after creating the helper, so that the
* helper has sole ownership of it.
*/
public BondHelper(Handle <Quote> cleanPrice, Bond bond) : base(cleanPrice)
{
bond_ = bond;
latestDate_ = bond_.maturityDate();
initializeDates();
IPricingEngine bondEngine = new DiscountingBondEngine(termStructureHandle_);
bond_.setPricingEngine(bondEngine);
}
/*! \warning Setting a pricing engine to the passed bond from
* external code will cause the bootstrap to fail or
* to give wrong results. It is advised to discard
* the bond after creating the helper, so that the
* helper has sole ownership of it.
*/
public BondHelper(Handle <Quote> price, Bond bond, bool useCleanPrice = true)
: base(price)
{
bond_ = bond;
// the bond's last cashflow date, which can be later than
// bond's maturity date because of adjustment
latestDate_ = bond_.cashflows().Last().date();
earliestDate_ = bond_.nextCashFlowDate();
termStructureHandle_ = new RelinkableHandle <YieldTermStructure>();
bond_.setPricingEngine(new DiscountingBondEngine(termStructureHandle_));
useCleanPrice_ = useCleanPrice;
}
