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  • Committer: Bazaar Package Importer
  • Author(s): Dirk Eddelbuettel
  • Date: 2009-12-03 21:23:12 UTC
  • mfrom: (1.2.11 upstream) (3.1.5 sid)
  • Revision ID: james.westby@ubuntu.com-20091203212312-b5xqdch18rgr5vc5
Tags: 0.9.9-1
* New upstream release
* As before, re-packaged upstream file QuantLib-docs-0.9.9.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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html/class_quant_lib_1_1_spread_cds_helper.html
 
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<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
 
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<html>
 
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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: SpreadCdsHelper 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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<link rel="icon" href="favicon.ico" type="image/x-icon">
 
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</head>
 
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<body>
 
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<div id="container">
 
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<div id="header">
 
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<img class="titleimage"
 
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 src="QL-title.jpg" width="212" height="47" border="0"
 
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 alt="QuantLib">
 
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<br>
 
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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
 
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</div>
 
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<div id="menu">
 
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<h3 class="navbartitle">Version 0.9.9</h3>
 
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<hr>
 
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<h3 class="navbartitle">Getting started</h3>
 
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<ul class="navbarlist">
 
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<li class="navlink"><a href="index.html">Introduction</a></li>
 
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<li class="navlink"><a href="where.html">Where to get QuantLib</a></li>
 
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<li class="navlink"><a href="install.html">Installation</a></li>
 
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<li class="navlink"><a href="config.html">Configuration</a></li>
 
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<li class="navlink"><a href="usage.html">Usage</a></li>
 
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<li class="navlink"><a href="history.html">Version history</a></li>
 
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<li class="navlink"><a href="resources.html">Additional resources</a></li>
 
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<li class="navlink"><a href="group.html">The QuantLib group</a></li>
 
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<li class="navlink"><a href="license.html">Copyright and license</a></li>
 
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</ul>
 
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<hr>
 
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<h3 class="navbartitle">Reference manual</h3>
 
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<ul class="navbarlist">
 
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<li class="navlink"><a href="modules.html">Modules</a></li>
 
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<li class="navlink"><a href="hierarchy.html">Class Hierarchy</a></li>
 
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<li class="navlink"><a href="files.html">File List</a></li>
 
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<li class="navlink"><a href="functions.html">Compound Members</a></li>
 
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<li class="navlink"><a href="globals.html">File Members</a></li>
 
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<li class="navlink"><a href="todo.html">Todo List</a></li>
 
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<li class="navlink"><a href="bug.html">Known Bugs</a></li>
 
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<li class="navlink"><a href="caveats.html">Caveats</a></li>
 
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<li class="navlink"><a href="test.html">Test Suite</a></li>
 
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<li class="navlink"><a href="examples.html">Examples</a></li>
 
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</ul>
 
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</div>
 
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<div id="content">
 
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<!--Doxygen-generated content-->
 
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<!-- Generated by Doxygen 1.5.7.1 -->
 
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  <div class="navpath"><b>QuantLib</b>::<a class="el" href="class_quant_lib_1_1_spread_cds_helper.html">SpreadCdsHelper</a>
 
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  </div>
 
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<div class="contents">
 
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<h1>SpreadCdsHelper Class Reference</h1><!-- doxytag: class="QuantLib::SpreadCdsHelper" --><!-- doxytag: inherits="QuantLib::CdsHelper" -->Spread-quoted CDS hazard rate bootstrap helper.  
 
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<a href="#_details">More...</a>
 
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<p>
 
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<code>#include &lt;ql/termstructures/credit/defaultprobabilityhelpers.hpp&gt;</code>
 
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<p>
 
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<div class="dynheader">
 
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Inheritance diagram for SpreadCdsHelper:</div>
 
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<div class="dynsection">
 
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<p><center><img src="class_quant_lib_1_1_spread_cds_helper__inherit__graph.png" border="0" usemap="#_spread_cds_helper__inherit__map" alt="Inheritance graph"></center>
 
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<map name="_spread_cds_helper__inherit__map">
 
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<area shape="rect" href="class_quant_lib_1_1_cds_helper.html" title="CdsHelper" alt="" coords="27,5,107,35"></map>
 
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<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
 
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<p>
 
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<a href="class_quant_lib_1_1_spread_cds_helper-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
 
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<tr><td></td></tr>
 
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<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
 
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9ed3b58cf9a47f929097246e5d251e82"></a><!-- doxytag: member="QuantLib::SpreadCdsHelper::SpreadCdsHelper" ref="9ed3b58cf9a47f929097246e5d251e82" args="(const Handle&lt; Quote &gt; &amp;runningSpread, const Period &amp;tenor, Integer settlementDays, const Calendar &amp;calendar, Frequency frequency, BusinessDayConvention paymentConvention, DateGeneration::Rule rule, const DayCounter &amp;dayCounter, Real recoveryRate, const Handle&lt; YieldTermStructure &gt; &amp;discountCurve, bool settlesAccrual=true, bool paysAtDefaultTime=true)" -->
 
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&nbsp;</td><td class="memItemRight" valign="bottom"><b>SpreadCdsHelper</b> (const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>&lt; <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> &gt; &amp;runningSpread, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &amp;tenor, <a class="el" href="group__types.html#gb9c87440c314438e51a899a03d2442d0">Integer</a> settlementDays, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &amp;calendar, <a class="el" href="group__datetime.html#g6d41db8ba0ea90d22df35889df452ada">Frequency</a> frequency, <a class="el" href="group__datetime.html#gff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> paymentConvention, <a class="el" href="struct_quant_lib_1_1_date_generation.html#11fcd51ef86118f65e603c1474377a78">DateGeneration::Rule</a> rule, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &amp;dayCounter, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> recoveryRate, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>&lt; <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> &gt; &amp;discountCurve, bool settlesAccrual=true, bool paysAtDefaultTime=true)</td></tr>
 
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e916f44275ce56de80a36c911e62bb0c"></a><!-- doxytag: member="QuantLib::SpreadCdsHelper::SpreadCdsHelper" ref="e916f44275ce56de80a36c911e62bb0c" args="(Rate runningSpread, const Period &amp;tenor, Integer settlementDays, const Calendar &amp;calendar, Frequency frequency, BusinessDayConvention paymentConvention, DateGeneration::Rule rule, const DayCounter &amp;dayCounter, Real recoveryRate, const Handle&lt; YieldTermStructure &gt; &amp;discountCurve, bool settlesAccrual=true, bool paysAtDefaultTime=true)" -->
 
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&nbsp;</td><td class="memItemRight" valign="bottom"><b>SpreadCdsHelper</b> (<a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> runningSpread, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &amp;tenor, <a class="el" href="group__types.html#gb9c87440c314438e51a899a03d2442d0">Integer</a> settlementDays, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &amp;calendar, <a class="el" href="group__datetime.html#g6d41db8ba0ea90d22df35889df452ada">Frequency</a> frequency, <a class="el" href="group__datetime.html#gff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> paymentConvention, <a class="el" href="struct_quant_lib_1_1_date_generation.html#11fcd51ef86118f65e603c1474377a78">DateGeneration::Rule</a> rule, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &amp;dayCounter, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> recoveryRate, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>&lt; <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> &gt; &amp;discountCurve, bool settlesAccrual=true, bool paysAtDefaultTime=true)</td></tr>
 
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9c69887bf51d43666aa7d5edfe124c0a"></a><!-- doxytag: member="QuantLib::SpreadCdsHelper::impliedQuote" ref="9c69887bf51d43666aa7d5edfe124c0a" args="() const " -->
 
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<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>impliedQuote</b> () const </td></tr>
 
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</table>
 
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<hr><a name="_details"></a><h2>Detailed Description</h2>
 
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Spread-quoted CDS hazard rate bootstrap helper. <dl compact><dt><b>Examples: </b></dt><dd>
 
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<p>
 
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<a class="el" href="_c_d_s_8cpp-example.html#_a11">CDS.cpp</a>.</dl></div>
 
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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> 1.5.7.1
 
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</div>
 
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</div>
 
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</div>
 
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</body>
 
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</html>