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  • Committer: Package Import Robot
  • Author(s): Dirk Eddelbuettel
  • Date: 2012-03-31 10:10:45 UTC
  • mfrom: (1.2.14)
  • Revision ID: package-import@ubuntu.com-20120331101045-60ilq20a9um9bzx3
Tags: 1.2-1
* New upstream release

* As before, re-packaged upstream file QuantLib-docs-1.2.html.tar.gz 
  as described in the copyright file included with the Debian package.

* debian/control: Updated Standards-Version: to current version 

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<head>
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<meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
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<meta name="robots" content="none">
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<title>QuantLib: CdsHelper Class Reference</title>
 
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<title>CdsHelper Class Reference</title>
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<link rel="stylesheet" href="quantlib.css" type="text/css">
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<link rel="stylesheet" href="print.css" type="text/css" media="print">
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<link rel="shortcut icon" href="favicon.ico" type="image/x-icon">
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</div>
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<div id="menu">
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<h3 class="navbartitle">Version 1.1</h3>
 
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<h3 class="navbartitle">Version 1.2</h3>
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<hr>
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<div id="content">
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<!--Doxygen-generated content-->
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<!-- Generated by Doxygen 1.7.3 -->
 
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<!-- Generated by Doxygen 1.7.6.1 -->
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  <div id="nav-path" class="navpath">
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    <ul>
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      <li class="navelem"><b>QuantLib</b>      </li>
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      <li class="navelem"><a class="el" href="class_quant_lib_1_1_cds_helper.html">CdsHelper</a>      </li>
 
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    </ul>
 
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  </div>
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</div>
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<div class="header">
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  <div class="summary">
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<a href="#pro-methods">Protected Member Functions</a> &#124;
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<a href="#pro-attribs">Protected Attributes</a>  </div>
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  <div class="headertitle">
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<h1>CdsHelper Class Reference</h1>  </div>
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</div>
 
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<div class="title">CdsHelper Class Reference</div>  </div>
 
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</div><!--header-->
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<div class="contents">
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<!-- doxytag: class="QuantLib::CdsHelper" --><!-- doxytag: inherits="QuantLib::RelativeDateBootstrapHelper" -->
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<p><code>#include &lt;ql/termstructures/credit/defaultprobabilityhelpers.hpp&gt;</code></p>
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<a class="el" href="class_quant_lib_1_1_date.html">Date</a>&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cds_helper.html#af0732090814361ce5e8a885d9b57fc4b">protectionStart_</a></td></tr>
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<tr><td class="mdescLeft">&#160;</td><td class="mdescRight">protection effective date. <br/></td></tr>
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</table>
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<hr/><a name="_details"></a><h2>Detailed Description</h2>
 
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<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
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<div class="textblock"><p>Base default-probability bootstrap helper </p>
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<dl><dt><b>Parameters:</b></dt><dd>
 
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<dl class="params"><dt><b>Parameters:</b></dt><dd>
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  <table class="params">
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    <tr><td class="paramname">tenor</td><td>CDS tenor. </td></tr>
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    <tr><td class="paramname">frequency</td><td><a class="el" href="class_quant_lib_1_1_coupon.html" title="coupon accruing over a fixed period">Coupon</a> frequency. </td></tr>
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<div class="memproto">
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      <table class="memname">
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        <tr>
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          <td class="memname">void update </td>
 
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          <td class="memname">void <a class="el" href="class_quant_lib_1_1_cds_helper.html#ac5c54df7ed3b930268c8d7752c101725">update</a> </td>
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          <td>(</td>
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          <td class="paramname"></td><td>)</td>
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          <td><code> [protected, virtual]</code></td>
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</div>
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</div>
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</div>
 
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</div><!-- contents -->
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</div>
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<div class="footer">
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<div class="endmatter">
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Documentation generated by
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<a href="http://www.doxygen.org">Doxygen</a> 1.7.3
 
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<a href="http://www.doxygen.org">Doxygen</a> 1.7.6.1
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</div>
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</div>
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