/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ /* Copyright (C) 2005, 2006 StatPro Italia srl 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 . The license is also available online at . 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. */ #include #include namespace QuantLib { RateHelper::RateHelper(const Handle& quote) : quote_(quote), termStructure_(0) { registerWith(quote_); } RateHelper::RateHelper(Real quote) : quote_(Handle(boost::shared_ptr(new SimpleQuote(quote)))), termStructure_(0) { registerWith(quote_); } void RateHelper::setTermStructure(YieldTermStructure* t) { QL_REQUIRE(t != 0, "null term structure given"); termStructure_ = t; } Real RateHelper::quoteError() const { return quote_->value()-impliedQuote(); } }