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<!-- doxytag: class="QuantLib::CdsHelper" --><!-- doxytag: inherits="QuantLib::RelativeDateBootstrapHelper" -->
<p><code>#include <ql/termstructures/credit/defaultprobabilityhelpers.hpp></code></p>
<div class="dynheader">
Inheritance diagram for CdsHelper:</div>
<div class="dyncontent">
<div class="center"><img src="class_quant_lib_1_1_cds_helper__inherit__graph.png" border="0" usemap="#_cds_helper_inherit__map" alt="Inheritance graph"/></div>
<map name="_cds_helper_inherit__map" id="_cds_helper_inherit__map">
<area shape="rect" id="node5" href="class_quant_lib_1_1_spread_cds_helper.html" title="Spread-quoted CDS hazard rate bootstrap helper." alt="" coords="5,166,128,197"/><area shape="rect" id="node7" href="class_quant_lib_1_1_upfront_cds_helper.html" title="Upfront-quoted CDS hazard rate bootstrap helper." alt="" coords="152,166,275,197"/><area shape="rect" id="node2" href="class_quant_lib_1_1_relative_date_bootstrap_helper.html" title="Bootstrap helper with date schedule relative to global evaluation date." alt="" coords="23,6,257,37"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<p><a href="class_quant_lib_1_1_cds_helper-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aadb08e58343efaf93254f2fc5b84b6a3"></a><!-- doxytag: member="QuantLib::CdsHelper::CdsHelper" ref="aadb08e58343efaf93254f2fc5b84b6a3" args="(const Handle< Quote > &quote, const Period &tenor, Integer settlementDays, const Calendar &calendar, Frequency frequency, BusinessDayConvention paymentConvention, DateGeneration::Rule rule, const DayCounter &dayCounter, Real recoveryRate, const Handle< YieldTermStructure > &discountCurve, bool settlesAccrual=true, bool paysAtDefaultTime=true)" -->
 </td><td class="memItemRight" valign="bottom"><b>CdsHelper</b> (const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > &quote, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &tenor, <a class="el" href="group__types.html#gab9c87440c314438e51a899a03d2442d0">Integer</a> settlementDays, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &calendar, <a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> frequency, <a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> paymentConvention, <a class="el" href="struct_quant_lib_1_1_date_generation.html#a11fcd51ef86118f65e603c1474377a78">DateGeneration::Rule</a> rule, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dayCounter, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> recoveryRate, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > &discountCurve, bool settlesAccrual=true, bool paysAtDefaultTime=true)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac70664feda1ab9d9cf8af821a8e521fe"></a><!-- doxytag: member="QuantLib::CdsHelper::CdsHelper" ref="ac70664feda1ab9d9cf8af821a8e521fe" args="(Rate quote, const Period &tenor, Integer settlementDays, const Calendar &calendar, Frequency frequency, BusinessDayConvention paymentConvention, DateGeneration::Rule rule, const DayCounter &dayCounter, Real recoveryRate, const Handle< YieldTermStructure > &discountCurve, bool settlesAccrual=true, bool paysAtDefaultTime=true)" -->
 </td><td class="memItemRight" valign="bottom"><b>CdsHelper</b> (<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> quote, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &tenor, <a class="el" href="group__types.html#gab9c87440c314438e51a899a03d2442d0">Integer</a> settlementDays, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &calendar, <a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> frequency, <a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> paymentConvention, <a class="el" href="struct_quant_lib_1_1_date_generation.html#a11fcd51ef86118f65e603c1474377a78">DateGeneration::Rule</a> rule, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dayCounter, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> recoveryRate, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > &discountCurve, bool settlesAccrual=true, bool paysAtDefaultTime=true)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a845ffeb1161341447a075435a0718e39"></a><!-- doxytag: member="QuantLib::CdsHelper::setTermStructure" ref="a845ffeb1161341447a075435a0718e39" args="(DefaultProbabilityTermStructure *)" -->
void </td><td class="memItemRight" valign="bottom"><b>setTermStructure</b> (<a class="el" href="class_quant_lib_1_1_default_probability_term_structure.html">DefaultProbabilityTermStructure</a> *)</td></tr>
<tr><td colspan="2"><h2><a name="pro-methods"></a>
Protected Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cds_helper.html#ac5c54df7ed3b930268c8d7752c101725">update</a> ()</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5b508edbd7d439284c55178fd681adb0"></a><!-- doxytag: member="QuantLib::CdsHelper::initializeDates" ref="a5b508edbd7d439284c55178fd681adb0" args="()" -->
void </td><td class="memItemRight" valign="bottom"><b>initializeDates</b> ()</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab3774009db0f4540cff6c9a7e50b73c2"></a><!-- doxytag: member="QuantLib::CdsHelper::resetEngine" ref="ab3774009db0f4540cff6c9a7e50b73c2" args="()=0" -->
virtual void </td><td class="memItemRight" valign="bottom"><b>resetEngine</b> ()=0</td></tr>
<tr><td colspan="2"><h2><a name="pro-attribs"></a>
Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6f1e4aec3cba6f7cea92368273728ec8"></a><!-- doxytag: member="QuantLib::CdsHelper::tenor_" ref="a6f1e4aec3cba6f7cea92368273728ec8" args="" -->
<a class="el" href="class_quant_lib_1_1_period.html">Period</a> </td><td class="memItemRight" valign="bottom"><b>tenor_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5bf05afa04b35d5ec23e5d7317d17001"></a><!-- doxytag: member="QuantLib::CdsHelper::settlementDays_" ref="a5bf05afa04b35d5ec23e5d7317d17001" args="" -->
<a class="el" href="group__types.html#gab9c87440c314438e51a899a03d2442d0">Integer</a> </td><td class="memItemRight" valign="bottom"><b>settlementDays_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a021eab7f1f44c1c71b8dfd29b9c4864b"></a><!-- doxytag: member="QuantLib::CdsHelper::calendar_" ref="a021eab7f1f44c1c71b8dfd29b9c4864b" args="" -->
<a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> </td><td class="memItemRight" valign="bottom"><b>calendar_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae358763dc753768bb42e898365204a9a"></a><!-- doxytag: member="QuantLib::CdsHelper::frequency_" ref="ae358763dc753768bb42e898365204a9a" args="" -->
<a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> </td><td class="memItemRight" valign="bottom"><b>frequency_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab0c2ba6da16ec8c201da972e61b08334"></a><!-- doxytag: member="QuantLib::CdsHelper::paymentConvention_" ref="ab0c2ba6da16ec8c201da972e61b08334" args="" -->
<a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> </td><td class="memItemRight" valign="bottom"><b>paymentConvention_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8a0428b85c9033946cc024aa41a482eb"></a><!-- doxytag: member="QuantLib::CdsHelper::rule_" ref="a8a0428b85c9033946cc024aa41a482eb" args="" -->
<a class="el" href="struct_quant_lib_1_1_date_generation.html#a11fcd51ef86118f65e603c1474377a78">DateGeneration::Rule</a> </td><td class="memItemRight" valign="bottom"><b>rule_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a76c6c2d60ef1370e20bdf40a0e0ca642"></a><!-- doxytag: member="QuantLib::CdsHelper::dayCounter_" ref="a76c6c2d60ef1370e20bdf40a0e0ca642" args="" -->
<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> </td><td class="memItemRight" valign="bottom"><b>dayCounter_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8615d76c1ae6f0106df3f41ef9d6c065"></a><!-- doxytag: member="QuantLib::CdsHelper::recoveryRate_" ref="a8615d76c1ae6f0106df3f41ef9d6c065" args="" -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>recoveryRate_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a188f6df4c42679c1c133919254e351c5"></a><!-- doxytag: member="QuantLib::CdsHelper::discountCurve_" ref="a188f6df4c42679c1c133919254e351c5" args="" -->
<a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > </td><td class="memItemRight" valign="bottom"><b>discountCurve_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a35b254f503b2aee639d297831e005d45"></a><!-- doxytag: member="QuantLib::CdsHelper::settlesAccrual_" ref="a35b254f503b2aee639d297831e005d45" args="" -->
bool </td><td class="memItemRight" valign="bottom"><b>settlesAccrual_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae03296278d01521f4ac3cb16e90e515d"></a><!-- doxytag: member="QuantLib::CdsHelper::paysAtDefaultTime_" ref="ae03296278d01521f4ac3cb16e90e515d" args="" -->
bool </td><td class="memItemRight" valign="bottom"><b>paysAtDefaultTime_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a070ed82c6cab5f05e2874979f4193388"></a><!-- doxytag: member="QuantLib::CdsHelper::schedule_" ref="a070ed82c6cab5f05e2874979f4193388" args="" -->
<a class="el" href="class_quant_lib_1_1_schedule.html">Schedule</a> </td><td class="memItemRight" valign="bottom"><b>schedule_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a094655deb03130e3cfb8a0b5ae5a54e7"></a><!-- doxytag: member="QuantLib::CdsHelper::swap_" ref="a094655deb03130e3cfb8a0b5ae5a54e7" args="" -->
boost::shared_ptr<br class="typebreak"/>
< <a class="el" href="class_quant_lib_1_1_credit_default_swap.html">CreditDefaultSwap</a> > </td><td class="memItemRight" valign="bottom"><b>swap_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2fe509ef8ab9a9696c015a6fa1e3c261"></a><!-- doxytag: member="QuantLib::CdsHelper::probability_" ref="a2fe509ef8ab9a9696c015a6fa1e3c261" args="" -->
<a class="el" href="class_quant_lib_1_1_relinkable_handle.html">RelinkableHandle</a><br class="typebreak"/>
< <a class="el" href="class_quant_lib_1_1_default_probability_term_structure.html">DefaultProbabilityTermStructure</a> > </td><td class="memItemRight" valign="bottom"><b>probability_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af0732090814361ce5e8a885d9b57fc4b"></a><!-- doxytag: member="QuantLib::CdsHelper::protectionStart_" ref="af0732090814361ce5e8a885d9b57fc4b" args="" -->
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cds_helper.html#af0732090814361ce5e8a885d9b57fc4b">protectionStart_</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">protection effective date. <br/></td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Base default-probability bootstrap helper </p>
<dl class="params"><dt><b>Parameters:</b></dt><dd>
<table class="params">
<tr><td class="paramname">tenor</td><td>CDS tenor. </td></tr>
<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>
<tr><td class="paramname">settlementDays</td><td>The number of days from today's date to the start of the protection period. </td></tr>
<tr><td class="paramname">paymentConvention</td><td>The payment convention applied to coupons schedules, settlement dates and protection period calculations. </td></tr>
</table>
</dd>
</dl>
</div><hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="ac5c54df7ed3b930268c8d7752c101725"></a><!-- doxytag: member="QuantLib::CdsHelper::update" ref="ac5c54df7ed3b930268c8d7752c101725" args="()" -->
<div class="memitem">
<div class="memproto">
<table class="memname">
<tr>
<td class="memname">void <a class="el" href="class_quant_lib_1_1_cds_helper.html#ac5c54df7ed3b930268c8d7752c101725">update</a> </td>
<td>(</td>
<td class="paramname"></td><td>)</td>
<td><code> [protected, 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>
<p>Reimplemented from <a class="el" href="class_quant_lib_1_1_relative_date_bootstrap_helper.html#ac5c54df7ed3b930268c8d7752c101725">RelativeDateBootstrapHelper< TS ></a>.</p>
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