File: class_quant_lib_1_1_relative_date_bootstrap_helper.html

package info (click to toggle)
quantlib-refman-html 1.2-1
  • links: PTS
  • area: main
  • in suites: jessie, jessie-kfreebsd, wheezy
  • size: 84,552 kB
  • ctags: 5,132
  • sloc: makefile: 33
file content (153 lines) | stat: -rw-r--r-- 9,416 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
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
<html>
<head>
<meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
<meta name="robots" content="none">
<title>RelativeDateBootstrapHelper&lt; TS &gt; Class Template 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="185" height="50" 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 1.2</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="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="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="examples.html">Examples</a></li>
</ul>
</div>

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

<!-- Generated by Doxygen 1.7.6.1 -->
  <div id="nav-path" class="navpath">
    <ul>
      <li class="navelem"><b>QuantLib</b>      </li>
      <li class="navelem"><a class="el" href="class_quant_lib_1_1_relative_date_bootstrap_helper.html">RelativeDateBootstrapHelper</a>      </li>
    </ul>
  </div>
</div>
<div class="header">
  <div class="summary">
<a href="#pub-methods">Public Member Functions</a> &#124;
<a href="#pro-methods">Protected Member Functions</a> &#124;
<a href="#pro-attribs">Protected Attributes</a>  </div>
  <div class="headertitle">
<div class="title">RelativeDateBootstrapHelper&lt; TS &gt; Class Template Reference</div>  </div>
</div><!--header-->
<div class="contents">
<!-- doxytag: class="QuantLib::RelativeDateBootstrapHelper" --><!-- doxytag: inherits="QuantLib::BootstrapHelper" -->
<p>Bootstrap helper with date schedule relative to global evaluation date.  
 <a href="class_quant_lib_1_1_relative_date_bootstrap_helper.html#details">More...</a></p>

<p><code>#include &lt;ql/termstructures/bootstraphelper.hpp&gt;</code></p>
<div class="dynheader">
Inheritance diagram for RelativeDateBootstrapHelper&lt; TS &gt;:</div>
<div class="dyncontent">
<div class="center"><img src="class_quant_lib_1_1_relative_date_bootstrap_helper__inherit__graph.png" border="0" usemap="#_relative_date_bootstrap_helper_3_01_t_s_01_4_inherit__map" alt="Inheritance graph"/></div>
<map name="_relative_date_bootstrap_helper_3_01_t_s_01_4_inherit__map" id="_relative_date_bootstrap_helper_3_01_t_s_01_4_inherit__map">
<area shape="rect" id="node5" href="class_quant_lib_1_1_b_m_a_swap_rate_helper.html" title="Rate helper for bootstrapping over BMA swap rates." alt="" coords="489,5,772,35"/><area shape="rect" id="node7" href="class_quant_lib_1_1_cds_helper.html" title="CdsHelper\&lt; DefaultProbabilityTermStructure \&gt;" alt="" coords="485,58,776,89"/><area shape="rect" id="node9" href="class_quant_lib_1_1_deposit_rate_helper.html" title="Rate helper for bootstrapping over deposit rates." alt="" coords="499,111,763,142"/><area shape="rect" id="node11" href="class_quant_lib_1_1_fra_rate_helper.html" title="Rate helper for bootstrapping over FRA rates." alt="" coords="512,165,749,195"/><area shape="rect" id="node13" href="class_quant_lib_1_1_o_i_s_rate_helper.html" title="Rate helper for bootstrapping over Overnight Indexed Swap rates." alt="" coords="509,218,752,249"/><area shape="rect" id="node15" href="class_quant_lib_1_1_swap_rate_helper.html" title="Rate helper for bootstrapping over swap rates." alt="" coords="504,271,757,302"/><area shape="rect" id="node2" href="class_quant_lib_1_1_bootstrap_helper.html" title="Base helper class for bootstrapping." alt="" coords="5,138,160,169"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>

<p><a href="class_quant_lib_1_1_relative_date_bootstrap_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="a1fa46ec9a0cdf7a8bed120d969664a1b"></a><!-- doxytag: member="QuantLib::RelativeDateBootstrapHelper::RelativeDateBootstrapHelper" ref="a1fa46ec9a0cdf7a8bed120d969664a1b" args="(const Handle&lt; Quote &gt; &amp;quote)" -->
&#160;</td><td class="memItemRight" valign="bottom"><b>RelativeDateBootstrapHelper</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" align="right" valign="top"><a class="anchor" id="a9c40799ff28c28591de0a7e6db4387da"></a><!-- doxytag: member="QuantLib::RelativeDateBootstrapHelper::RelativeDateBootstrapHelper" ref="a9c40799ff28c28591de0a7e6db4387da" args="(Real quote)" -->
&#160;</td><td class="memItemRight" valign="bottom"><b>RelativeDateBootstrapHelper</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> quote)</td></tr>
<tr><td colspan="2"><div class="groupHeader">Observer interface</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">void&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_relative_date_bootstrap_helper.html#ac5c54df7ed3b930268c8d7752c101725">update</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"><a class="anchor" id="aac525f92a4e969388fe7563e8c2a2251"></a><!-- doxytag: member="QuantLib::RelativeDateBootstrapHelper::initializeDates" ref="aac525f92a4e969388fe7563e8c2a2251" args="()=0" -->
virtual void&#160;</td><td class="memItemRight" valign="bottom"><b>initializeDates</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="aab7be0a2ef3486101fe70ac7ba229d17"></a><!-- doxytag: member="QuantLib::RelativeDateBootstrapHelper::evaluationDate_" ref="aab7be0a2ef3486101fe70ac7ba229d17" args="" -->
<a class="el" href="class_quant_lib_1_1_date.html">Date</a>&#160;</td><td class="memItemRight" valign="bottom"><b>evaluationDate_</b></td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><h3>template&lt;class TS&gt;<br/>
class QuantLib::RelativeDateBootstrapHelper&lt; TS &gt;</h3>

<p>Bootstrap helper with date schedule relative to global evaluation date. </p>
<p>Derived classes must takes care of rebuilding the date schedule when the global evaluation date changes </p>
</div><hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="ac5c54df7ed3b930268c8d7752c101725"></a><!-- doxytag: member="QuantLib::RelativeDateBootstrapHelper::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_relative_date_bootstrap_helper.html#ac5c54df7ed3b930268c8d7752c101725">update</a> </td>
          <td>(</td>
          <td class="paramname"></td><td>)</td>
          <td><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>

<p>Reimplemented from <a class="el" href="class_quant_lib_1_1_bootstrap_helper.html#ac5c54df7ed3b930268c8d7752c101725">BootstrapHelper&lt; TS &gt;</a>.</p>

<p>Reimplemented in <a class="el" href="class_quant_lib_1_1_cds_helper.html#ac5c54df7ed3b930268c8d7752c101725">CdsHelper</a>.</p>

</div>
</div>
</div><!-- contents -->

</div>

<div class="footer">
<div class="endmatter">
Documentation generated by
<a href="http://www.doxygen.org">Doxygen</a> 1.7.6.1
</div>
</div>

</div>

</body>
</html>