File: class_quant_lib_1_1_relative_date_rate_helper.html

package info (click to toggle)
quantlib-refman-html 0.3.14-1
  • links: PTS
  • area: main
  • in suites: etch, etch-m68k
  • size: 43,500 kB
  • ctags: 8,975
  • sloc: makefile: 31
file content (157 lines) | stat: -rw-r--r-- 8,144 bytes parent folder | download
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.0 Transitional//EN">
<html>
<head>
<meta http-equiv="Content-Type" content="text/html;charset=iso-8859-1">
<meta name="robots" content="none">
<title>QuantLib: RelativeDateRateHelper Class Reference</title>
<link rel="stylesheet" href="quantlib.css" type="text/css">
<link rel="stylesheet" href="print.css" type="text/css" media="print">
<link rel="shortcut icon" href="favicon.ico" type="image/x-icon">
<link rel="icon" href="favicon.ico" type="image/x-icon">
</head>
<body>

<div id="container">
<div id="header">
<img class="titleimage"
 src="QL-title.jpg" width="212" height="47" border="0"
 alt="QuantLib">
<br>
<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
</div>
<div id="menu">

<h3 class="navbartitle">Version 0.3.14</h3>

<hr>

<h3 class="navbartitle">Getting started</h3>
<ul class="navbarlist">
<li class="navlink"><a href="index.html">Introduction</a></li>
<li class="navlink"><a href="overview.html">Project overview</a></li>
<li class="navlink"><a href="where.html">Where to get QuantLib</a></li>
<li class="navlink"><a href="install.html">Installation</a></li>
<li class="navlink"><a href="config.html">Configuration</a></li>
<li class="navlink"><a href="usage.html">Usage</a></li>
<li class="navlink"><a href="faq.html">Frequently asked questions</a></li>
<li class="navlink"><a href="history.html">Version history</a></li>
<li class="navlink"><a href="resources.html">Additional resources</a></li>
<li class="navlink"><a href="group.html">The QuantLib group</a></li>
<li class="navlink"><a href="license.html">Copyright and license</a></li>
</ul>

<hr>

<h3 class="navbartitle">Reference manual</h3>
<ul class="navbarlist">
<li class="navlink"><a href="modules.html">Modules</a></li>
<li class="navlink"><a href="hierarchy.html">Class Hierarchy</a></li>
<li class="navlink"><a href="annotated.html">Compound List</a></li>
<li class="navlink"><a href="files.html">File List</a></li>
<li class="navlink"><a href="functions.html">Compound Members</a></li>
<li class="navlink"><a href="globals.html">File Members</a></li>
<li class="navlink"><a href="todo.html">Todo List</a></li>
<li class="navlink"><a href="bug.html">Known Bugs</a></li>
<li class="navlink"><a href="caveats.html">Caveats</a></li>
<li class="navlink"><a href="test.html">Test Suite</a></li>
<li class="navlink"><a href="deprecated.html">Deprecated Features</a></li>
<li class="navlink"><a href="examples.html">Examples</a></li>
</ul>
</div>

<div id="content">
<!--Doxygen-generated content-->

<!-- Generated by Doxygen 1.5.1 -->
<div class="nav">
<b>QuantLib</b>::<a class="el" href="class_quant_lib_1_1_relative_date_rate_helper.html">RelativeDateRateHelper</a></div>
<h1>RelativeDateRateHelper Class Reference</h1><!-- doxytag: class="QuantLib::RelativeDateRateHelper" --><!-- doxytag: inherits="QuantLib::RateHelper" --><code>#include &lt;ql/TermStructures/ratehelpers.hpp&gt;</code>
<p>
Inheritance diagram for RelativeDateRateHelper:<p><center><img src="class_quant_lib_1_1_relative_date_rate_helper__inherit__graph.png" border="0" usemap="#_relative_date_rate_helper__inherit__map" alt="Inheritance graph"></center>
<map name="_relative_date_rate_helper__inherit__map">
<area href="class_quant_lib_1_1_deposit_rate_helper.html" shape="rect" coords="6,231,155,255" alt="">
<area href="class_quant_lib_1_1_fra_rate_helper.html" shape="rect" coords="179,231,296,255" alt="">
<area href="class_quant_lib_1_1_swap_rate_helper.html" shape="rect" coords="320,231,454,255" alt="">
<area href="class_quant_lib_1_1_rate_helper.html" shape="rect" coords="190,81,286,105" alt="">
<area href="class_quant_lib_1_1_observer.html" shape="rect" coords="139,7,222,31" alt="">
<area href="class_quant_lib_1_1_observable.html" shape="rect" coords="246,7,344,31" alt="">
</map>
<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center><a href="class_quant_lib_1_1_relative_date_rate_helper-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Rate helper with date schedule relative to the global evaluation date. 
<p>
This class takes care of rebuilding the date schedule when the global evaluation date changes 
<p>
<table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7162948b705ce62bb586056f79d91f8b"></a><!-- doxytag: member="QuantLib::RelativeDateRateHelper::RelativeDateRateHelper" ref="7162948b705ce62bb586056f79d91f8b" args="(const Handle&lt; Quote &gt; &amp;quote)" -->
&nbsp;</td><td class="memItemRight" valign="bottom"><b>RelativeDateRateHelper</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;quote)</td></tr>

<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="822439503ee73554aaa22af591ded78b"></a><!-- doxytag: member="QuantLib::RelativeDateRateHelper::RelativeDateRateHelper" ref="822439503ee73554aaa22af591ded78b" args="(Real quote)" -->
&nbsp;</td><td class="memItemRight" valign="bottom"><b>RelativeDateRateHelper</b> (<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> quote)</td></tr>

<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_relative_date_rate_helper.html#c5c54df7ed3b930268c8d7752c101725">update</a> ()</td></tr>

<tr><td colspan="2"><br><h2>Protected Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ac525f92a4e969388fe7563e8c2a2251"></a><!-- doxytag: member="QuantLib::RelativeDateRateHelper::initializeDates" ref="ac525f92a4e969388fe7563e8c2a2251" args="()=0" -->
virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><b>initializeDates</b> ()=0</td></tr>

<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ab7be0a2ef3486101fe70ac7ba229d17"></a><!-- doxytag: member="QuantLib::RelativeDateRateHelper::evaluationDate_" ref="ab7be0a2ef3486101fe70ac7ba229d17" args="" -->
<a class="el" href="class_quant_lib_1_1_date.html">Date</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>evaluationDate_</b></td></tr>

</table>
<hr><h2>Member Function Documentation</h2>
<a class="anchor" name="c5c54df7ed3b930268c8d7752c101725"></a><!-- doxytag: member="QuantLib::RelativeDateRateHelper::update" ref="c5c54df7ed3b930268c8d7752c101725" args="()" -->
<div class="memitem">
<div class="memproto">
      <table class="memname">
        <tr>
          <td class="memname">void update           </td>
          <td>(</td>
          <td class="paramname">          </td>
          <td>&nbsp;)&nbsp;</td>
          <td width="100%"><code> [virtual]</code></td>
        </tr>
      </table>
</div>
<div class="memdoc">

<p>
This method must be implemented in derived classes. An instance of Observer does not call this method directly: instead, it will be called by the observables the instance registered with when they need to notify any changes. 
<p>
Reimplemented from <a class="el" href="class_quant_lib_1_1_rate_helper.html#cd36d7881ea8503d5c5824e7a5ad6c7e">RateHelper</a>.
</div>
</div><p>

</div>

<div class="footer">

<table align="top" width="100%">
<tr>
<td align="middle" width="33%">
<strong>QuantLib.org</strong><br>
<a href="http://quantlib.org/">
<img src="QL-small.jpg" alt="QuantLib" align="middle" border=0>
</a>
</td>
<td align="middle" width="33%">
<strong>Hosted by</strong><br>
<a href="http://sourceforge.net"><img src=
"sfnetlogo.png" width="88" height="31"
border="0" alt="SourceForge.net Logo"></a>
</td>
<td align="middle" width="33%">
<strong>Documentation generated by</strong><br>
<a href="http://www.doxygen.org">
<img src="doxygen.png" alt="doxygen" align="middle" border=0 width=110 height=53>
</a></td>
</tr>
</table>
</div>

</div>

</body>
</html>