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<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_spread_cds_helper.html">SpreadCdsHelper</a></li> </ul>
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<div class="title">SpreadCdsHelper Class Reference</div> </div>
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<p>Spread-quoted CDS hazard rate bootstrap helper.
<a href="class_quant_lib_1_1_spread_cds_helper.html#details">More...</a></p>
<p><code>#include <ql/termstructures/credit/defaultprobabilityhelpers.hpp></code></p>
<div id="dynsection-0" onclick="return toggleVisibility(this)" class="dynheader closed" style="cursor:pointer;">
<img id="dynsection-0-trigger" src="closed.png" alt="+"/> Inheritance diagram for SpreadCdsHelper:</div>
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<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr class="memitem:a81e47247bea0e35883620996ed77a715"><td class="memItemLeft" align="right" valign="top"><a id="a81e47247bea0e35883620996ed77a715"></a>
 </td><td class="memItemRight" valign="bottom"><b>SpreadCdsHelper</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> > &runningSpread, 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, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &startDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>(), const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &lastPeriodDayCounter=<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a>(), bool rebatesAccrual=true, CreditDefaultSwap::PricingModel model=CreditDefaultSwap::Midpoint)</td></tr>
<tr class="separator:a81e47247bea0e35883620996ed77a715"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aa6b399296554d0cde823cad504e26cd5"><td class="memItemLeft" align="right" valign="top"><a id="aa6b399296554d0cde823cad504e26cd5"></a>
 </td><td class="memItemRight" valign="bottom"><b>SpreadCdsHelper</b> (<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> runningSpread, 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, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &startDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>(), const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &lastPeriodDayCounter=<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a>(), bool rebatesAccrual=true, CreditDefaultSwap::PricingModel model=CreditDefaultSwap::Midpoint)</td></tr>
<tr class="separator:aa6b399296554d0cde823cad504e26cd5"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a528f192004b60d122f4eacc673a80a8b"><td class="memItemLeft" align="right" valign="top"><a id="a528f192004b60d122f4eacc673a80a8b"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>impliedQuote</b> () const</td></tr>
<tr class="separator:a528f192004b60d122f4eacc673a80a8b"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_cds_helper"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_cds_helper')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_cds_helper.html">CdsHelper</a></td></tr>
<tr class="memitem:ac40f6d804d833de63ce21acf7411382e inherit pub_methods_class_quant_lib_1_1_cds_helper"><td class="memItemLeft" align="right" valign="top"><a id="ac40f6d804d833de63ce21acf7411382e"></a>
 </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, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &startDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>(), const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &lastPeriodDayCounter=<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a>(), bool rebatesAccrual=true, CreditDefaultSwap::PricingModel model=CreditDefaultSwap::Midpoint)</td></tr>
<tr class="separator:ac40f6d804d833de63ce21acf7411382e inherit pub_methods_class_quant_lib_1_1_cds_helper"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ae8a2676fc88eba7f3b03a006d961f50f inherit pub_methods_class_quant_lib_1_1_cds_helper"><td class="memItemLeft" align="right" valign="top"><a id="ae8a2676fc88eba7f3b03a006d961f50f"></a>
 </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, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &startDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>(), const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &lastPeriodDayCounter=<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a>(), bool rebatesAccrual=true, CreditDefaultSwap::PricingModel model=CreditDefaultSwap::Midpoint)</td></tr>
<tr class="separator:ae8a2676fc88eba7f3b03a006d961f50f inherit pub_methods_class_quant_lib_1_1_cds_helper"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a845ffeb1161341447a075435a0718e39 inherit pub_methods_class_quant_lib_1_1_cds_helper"><td class="memItemLeft" align="right" valign="top"><a id="a845ffeb1161341447a075435a0718e39"></a>
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 class="separator:a845ffeb1161341447a075435a0718e39 inherit pub_methods_class_quant_lib_1_1_cds_helper"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ab4783ad505f413b8747f7c64f9b321b8 inherit pub_methods_class_quant_lib_1_1_cds_helper"><td class="memItemLeft" align="right" valign="top"><a id="ab4783ad505f413b8747f7c64f9b321b8"></a>
ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_credit_default_swap.html">CreditDefaultSwap</a> > </td><td class="memItemRight" valign="bottom"><b>swap</b> () const</td></tr>
<tr class="separator:ab4783ad505f413b8747f7c64f9b321b8 inherit pub_methods_class_quant_lib_1_1_cds_helper"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ac5c54df7ed3b930268c8d7752c101725 inherit pub_methods_class_quant_lib_1_1_cds_helper"><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 class="separator:ac5c54df7ed3b930268c8d7752c101725 inherit pub_methods_class_quant_lib_1_1_cds_helper"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_relative_date_bootstrap_helper"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_relative_date_bootstrap_helper')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_relative_date_bootstrap_helper.html">RelativeDateBootstrapHelper< TS ></a></td></tr>
<tr class="memitem:a1fa46ec9a0cdf7a8bed120d969664a1b inherit pub_methods_class_quant_lib_1_1_relative_date_bootstrap_helper"><td class="memItemLeft" align="right" valign="top"><a id="a1fa46ec9a0cdf7a8bed120d969664a1b"></a>
 </td><td class="memItemRight" valign="bottom"><b>RelativeDateBootstrapHelper</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)</td></tr>
<tr class="separator:a1fa46ec9a0cdf7a8bed120d969664a1b inherit pub_methods_class_quant_lib_1_1_relative_date_bootstrap_helper"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a9c40799ff28c28591de0a7e6db4387da inherit pub_methods_class_quant_lib_1_1_relative_date_bootstrap_helper"><td class="memItemLeft" align="right" valign="top"><a id="a9c40799ff28c28591de0a7e6db4387da"></a>
 </td><td class="memItemRight" valign="bottom"><b>RelativeDateBootstrapHelper</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> quote)</td></tr>
<tr class="separator:a9c40799ff28c28591de0a7e6db4387da inherit pub_methods_class_quant_lib_1_1_relative_date_bootstrap_helper"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_bootstrap_helper"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_bootstrap_helper')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_bootstrap_helper.html">BootstrapHelper< TS ></a></td></tr>
<tr class="memitem:a1299b8acb0c37531455f26756650dcdd inherit pub_methods_class_quant_lib_1_1_bootstrap_helper"><td class="memItemLeft" align="right" valign="top"><a id="a1299b8acb0c37531455f26756650dcdd"></a>
 </td><td class="memItemRight" valign="bottom"><b>BootstrapHelper</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)</td></tr>
<tr class="separator:a1299b8acb0c37531455f26756650dcdd inherit pub_methods_class_quant_lib_1_1_bootstrap_helper"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a7e2d8f3f54ffbebf7627f11beb8b0dd2 inherit pub_methods_class_quant_lib_1_1_bootstrap_helper"><td class="memItemLeft" align="right" valign="top"><a id="a7e2d8f3f54ffbebf7627f11beb8b0dd2"></a>
 </td><td class="memItemRight" valign="bottom"><b>BootstrapHelper</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> quote)</td></tr>
<tr class="separator:a7e2d8f3f54ffbebf7627f11beb8b0dd2 inherit pub_methods_class_quant_lib_1_1_bootstrap_helper"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a8c738ca5eca5685f2b9b922ff4d7f42d inherit pub_methods_class_quant_lib_1_1_bootstrap_helper"><td class="memItemLeft" align="right" valign="top"><a id="a8c738ca5eca5685f2b9b922ff4d7f42d"></a>
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> > & </td><td class="memItemRight" valign="bottom"><b>quote</b> () const</td></tr>
<tr class="separator:a8c738ca5eca5685f2b9b922ff4d7f42d inherit pub_methods_class_quant_lib_1_1_bootstrap_helper"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a1c3a1029ff977ca685030ce6c40c260c inherit pub_methods_class_quant_lib_1_1_bootstrap_helper"><td class="memItemLeft" align="right" valign="top"><a id="a1c3a1029ff977ca685030ce6c40c260c"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>quoteError</b> () const</td></tr>
<tr class="separator:a1c3a1029ff977ca685030ce6c40c260c inherit pub_methods_class_quant_lib_1_1_bootstrap_helper"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ac8bb5ca2d4e7d7754be9f69e43a054ce inherit pub_methods_class_quant_lib_1_1_bootstrap_helper"><td class="memItemLeft" align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bootstrap_helper.html#ac8bb5ca2d4e7d7754be9f69e43a054ce">setTermStructure</a> (TS *)</td></tr>
<tr class="memdesc:ac8bb5ca2d4e7d7754be9f69e43a054ce inherit pub_methods_class_quant_lib_1_1_bootstrap_helper"><td class="mdescLeft"> </td><td class="mdescRight">sets the term structure to be used for pricing <a href="class_quant_lib_1_1_bootstrap_helper.html#ac8bb5ca2d4e7d7754be9f69e43a054ce">More...</a><br /></td></tr>
<tr class="separator:ac8bb5ca2d4e7d7754be9f69e43a054ce inherit pub_methods_class_quant_lib_1_1_bootstrap_helper"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a50e4b359985581c76ece49bccd7b98b6 inherit pub_methods_class_quant_lib_1_1_bootstrap_helper"><td class="memItemLeft" align="right" valign="top">virtual <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_bootstrap_helper.html#a50e4b359985581c76ece49bccd7b98b6">earliestDate</a> () const</td></tr>
<tr class="memdesc:a50e4b359985581c76ece49bccd7b98b6 inherit pub_methods_class_quant_lib_1_1_bootstrap_helper"><td class="mdescLeft"> </td><td class="mdescRight">earliest relevant date <a href="class_quant_lib_1_1_bootstrap_helper.html#a50e4b359985581c76ece49bccd7b98b6">More...</a><br /></td></tr>
<tr class="separator:a50e4b359985581c76ece49bccd7b98b6 inherit pub_methods_class_quant_lib_1_1_bootstrap_helper"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aac5552a21a8f6cef232e50d4834dd6e7 inherit pub_methods_class_quant_lib_1_1_bootstrap_helper"><td class="memItemLeft" align="right" valign="top"><a id="aac5552a21a8f6cef232e50d4834dd6e7"></a>
virtual <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_bootstrap_helper.html#aac5552a21a8f6cef232e50d4834dd6e7">maturityDate</a> () const</td></tr>
<tr class="memdesc:aac5552a21a8f6cef232e50d4834dd6e7 inherit pub_methods_class_quant_lib_1_1_bootstrap_helper"><td class="mdescLeft"> </td><td class="mdescRight">instrument's maturity date <br /></td></tr>
<tr class="separator:aac5552a21a8f6cef232e50d4834dd6e7 inherit pub_methods_class_quant_lib_1_1_bootstrap_helper"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ab070ea5a7b59dfe4b5da06951f005f1a inherit pub_methods_class_quant_lib_1_1_bootstrap_helper"><td class="memItemLeft" align="right" valign="top">virtual <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_bootstrap_helper.html#ab070ea5a7b59dfe4b5da06951f005f1a">latestRelevantDate</a> () const</td></tr>
<tr class="memdesc:ab070ea5a7b59dfe4b5da06951f005f1a inherit pub_methods_class_quant_lib_1_1_bootstrap_helper"><td class="mdescLeft"> </td><td class="mdescRight">latest relevant date <a href="class_quant_lib_1_1_bootstrap_helper.html#ab070ea5a7b59dfe4b5da06951f005f1a">More...</a><br /></td></tr>
<tr class="separator:ab070ea5a7b59dfe4b5da06951f005f1a inherit pub_methods_class_quant_lib_1_1_bootstrap_helper"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a79b8bd6a804eb9eef0ff63ec22a0128c inherit pub_methods_class_quant_lib_1_1_bootstrap_helper"><td class="memItemLeft" align="right" valign="top"><a id="a79b8bd6a804eb9eef0ff63ec22a0128c"></a>
virtual <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_bootstrap_helper.html#a79b8bd6a804eb9eef0ff63ec22a0128c">pillarDate</a> () const</td></tr>
<tr class="memdesc:a79b8bd6a804eb9eef0ff63ec22a0128c inherit pub_methods_class_quant_lib_1_1_bootstrap_helper"><td class="mdescLeft"> </td><td class="mdescRight">pillar date <br /></td></tr>
<tr class="separator:a79b8bd6a804eb9eef0ff63ec22a0128c inherit pub_methods_class_quant_lib_1_1_bootstrap_helper"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a7a0400995f63278e99cf2afec5ccdc6d inherit pub_methods_class_quant_lib_1_1_bootstrap_helper"><td class="memItemLeft" align="right" valign="top">virtual <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_bootstrap_helper.html#a7a0400995f63278e99cf2afec5ccdc6d">latestDate</a> () const</td></tr>
<tr class="memdesc:a7a0400995f63278e99cf2afec5ccdc6d inherit pub_methods_class_quant_lib_1_1_bootstrap_helper"><td class="mdescLeft"> </td><td class="mdescRight">latest date <a href="class_quant_lib_1_1_bootstrap_helper.html#a7a0400995f63278e99cf2afec5ccdc6d">More...</a><br /></td></tr>
<tr class="separator:a7a0400995f63278e99cf2afec5ccdc6d inherit pub_methods_class_quant_lib_1_1_bootstrap_helper"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a1d7eaf2f5dccce1c7781b54d64ba4a07 inherit pub_methods_class_quant_lib_1_1_bootstrap_helper"><td class="memItemLeft" align="right" valign="top"><a id="a1d7eaf2f5dccce1c7781b54d64ba4a07"></a>
virtual void </td><td class="memItemRight" valign="bottom"><b>accept</b> (<a class="el" href="class_quant_lib_1_1_acyclic_visitor.html">AcyclicVisitor</a> &)</td></tr>
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<tr class="inherit_header pub_methods_class_quant_lib_1_1_observer"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_observer')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td></tr>
<tr class="memitem:af6a9d3ca0b7f388f3b7ccb1eccf11f63 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="af6a9d3ca0b7f388f3b7ccb1eccf11f63"></a>
 </td><td class="memItemRight" valign="bottom"><b>Observer</b> (const <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> &)</td></tr>
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<tr class="memitem:a6810b3645967da11d5f5d4804d37bacc inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a6810b3645967da11d5f5d4804d37bacc"></a>
<a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> & </td><td class="memItemRight" valign="bottom"><b>operator=</b> (const <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> &)</td></tr>
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<tr class="memitem:aa6ade205ed506bf712da2704f80a73a0 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="aa6ade205ed506bf712da2704f80a73a0"></a>
std::pair< iterator, bool > </td><td class="memItemRight" valign="bottom"><b>registerWith</b> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > &)</td></tr>
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<tr class="memitem:a51d57eb97a3a57312a47bda29235f182 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observer.html#a51d57eb97a3a57312a47bda29235f182">registerWithObservables</a> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> > &)</td></tr>
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<tr class="memitem:a4ce7359ad0f73a54dba555be24855804 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a4ce7359ad0f73a54dba555be24855804"></a>
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>unregisterWith</b> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > &)</td></tr>
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<tr class="memitem:a0c19cb502f3b720b99b176ea6cc7e319 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a0c19cb502f3b720b99b176ea6cc7e319"></a>
void </td><td class="memItemRight" valign="bottom"><b>unregisterWithAll</b> ()</td></tr>
<tr class="separator:a0c19cb502f3b720b99b176ea6cc7e319 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a3d53f9669c128dadc74a5d044a7c8e68 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observer.html#a3d53f9669c128dadc74a5d044a7c8e68">deepUpdate</a> ()</td></tr>
<tr class="separator:a3d53f9669c128dadc74a5d044a7c8e68 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_observable"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_observable')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td></tr>
<tr class="memitem:a840dd96e33a304cbf681d357de7f48d0 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top"><a id="a840dd96e33a304cbf681d357de7f48d0"></a>
 </td><td class="memItemRight" valign="bottom"><b>Observable</b> (const <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> &)</td></tr>
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<tr class="memitem:a522aacdd0f2408fe5e46527a6db999b4 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top"><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observable.html#a522aacdd0f2408fe5e46527a6db999b4">operator=</a> (const <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> &)</td></tr>
<tr class="separator:a522aacdd0f2408fe5e46527a6db999b4 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a397546715bfc5aedd1d16dd202a19d4c inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observable.html#a397546715bfc5aedd1d16dd202a19d4c">notifyObservers</a> ()</td></tr>
<tr class="separator:a397546715bfc5aedd1d16dd202a19d4c inherit pub_methods_class_quant_lib_1_1_observable"><td class="memSeparator" colspan="2"> </td></tr>
</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="inherited"></a>
Additional Inherited Members</h2></td></tr>
<tr class="inherit_header pub_types_class_quant_lib_1_1_observer"><td colspan="2" onclick="javascript:toggleInherit('pub_types_class_quant_lib_1_1_observer')"><img src="closed.png" alt="-"/> Public Types inherited from <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td></tr>
<tr class="memitem:a78de5f2b6bce96d718e3c18b9f52d67c inherit pub_types_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a78de5f2b6bce96d718e3c18b9f52d67c"></a>
typedef boost::unordered_set< ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > > </td><td class="memItemRight" valign="bottom"><b>set_type</b></td></tr>
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<tr class="memitem:ae98429250f6997df7b87f4b37454609e inherit pub_types_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="ae98429250f6997df7b87f4b37454609e"></a>
typedef set_type::iterator </td><td class="memItemRight" valign="bottom"><b>iterator</b></td></tr>
<tr class="separator:ae98429250f6997df7b87f4b37454609e inherit pub_types_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pro_methods_class_quant_lib_1_1_cds_helper"><td colspan="2" onclick="javascript:toggleInherit('pro_methods_class_quant_lib_1_1_cds_helper')"><img src="closed.png" alt="-"/> Protected Member Functions inherited from <a class="el" href="class_quant_lib_1_1_cds_helper.html">CdsHelper</a></td></tr>
<tr class="memitem:a5b508edbd7d439284c55178fd681adb0 inherit pro_methods_class_quant_lib_1_1_cds_helper"><td class="memItemLeft" align="right" valign="top"><a id="a5b508edbd7d439284c55178fd681adb0"></a>
void </td><td class="memItemRight" valign="bottom"><b>initializeDates</b> ()</td></tr>
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<tr class="inherit_header pro_methods_class_quant_lib_1_1_relative_date_bootstrap_helper"><td colspan="2" onclick="javascript:toggleInherit('pro_methods_class_quant_lib_1_1_relative_date_bootstrap_helper')"><img src="closed.png" alt="-"/> Protected Member Functions inherited from <a class="el" href="class_quant_lib_1_1_relative_date_bootstrap_helper.html">RelativeDateBootstrapHelper< TS ></a></td></tr>
<tr class="inherit_header pro_attribs_class_quant_lib_1_1_cds_helper"><td colspan="2" onclick="javascript:toggleInherit('pro_attribs_class_quant_lib_1_1_cds_helper')"><img src="closed.png" alt="-"/> Protected Attributes inherited from <a class="el" href="class_quant_lib_1_1_cds_helper.html">CdsHelper</a></td></tr>
<tr class="memitem:a6f1e4aec3cba6f7cea92368273728ec8 inherit pro_attribs_class_quant_lib_1_1_cds_helper"><td class="memItemLeft" align="right" valign="top"><a id="a6f1e4aec3cba6f7cea92368273728ec8"></a>
<a class="el" href="class_quant_lib_1_1_period.html">Period</a> </td><td class="memItemRight" valign="bottom"><b>tenor_</b></td></tr>
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<tr class="memitem:a5bf05afa04b35d5ec23e5d7317d17001 inherit pro_attribs_class_quant_lib_1_1_cds_helper"><td class="memItemLeft" align="right" valign="top"><a id="a5bf05afa04b35d5ec23e5d7317d17001"></a>
<a class="el" href="group__types.html#gab9c87440c314438e51a899a03d2442d0">Integer</a> </td><td class="memItemRight" valign="bottom"><b>settlementDays_</b></td></tr>
<tr class="separator:a5bf05afa04b35d5ec23e5d7317d17001 inherit pro_attribs_class_quant_lib_1_1_cds_helper"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a021eab7f1f44c1c71b8dfd29b9c4864b inherit pro_attribs_class_quant_lib_1_1_cds_helper"><td class="memItemLeft" align="right" valign="top"><a id="a021eab7f1f44c1c71b8dfd29b9c4864b"></a>
<a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> </td><td class="memItemRight" valign="bottom"><b>calendar_</b></td></tr>
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<tr class="memitem:ae358763dc753768bb42e898365204a9a inherit pro_attribs_class_quant_lib_1_1_cds_helper"><td class="memItemLeft" align="right" valign="top"><a id="ae358763dc753768bb42e898365204a9a"></a>
<a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> </td><td class="memItemRight" valign="bottom"><b>frequency_</b></td></tr>
<tr class="separator:ae358763dc753768bb42e898365204a9a inherit pro_attribs_class_quant_lib_1_1_cds_helper"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ab0c2ba6da16ec8c201da972e61b08334 inherit pro_attribs_class_quant_lib_1_1_cds_helper"><td class="memItemLeft" align="right" valign="top"><a id="ab0c2ba6da16ec8c201da972e61b08334"></a>
<a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> </td><td class="memItemRight" valign="bottom"><b>paymentConvention_</b></td></tr>
<tr class="separator:ab0c2ba6da16ec8c201da972e61b08334 inherit pro_attribs_class_quant_lib_1_1_cds_helper"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a8a0428b85c9033946cc024aa41a482eb inherit pro_attribs_class_quant_lib_1_1_cds_helper"><td class="memItemLeft" align="right" valign="top"><a id="a8a0428b85c9033946cc024aa41a482eb"></a>
<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>
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<tr class="memitem:a76c6c2d60ef1370e20bdf40a0e0ca642 inherit pro_attribs_class_quant_lib_1_1_cds_helper"><td class="memItemLeft" align="right" valign="top"><a id="a76c6c2d60ef1370e20bdf40a0e0ca642"></a>
<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>
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<tr class="memitem:a8615d76c1ae6f0106df3f41ef9d6c065 inherit pro_attribs_class_quant_lib_1_1_cds_helper"><td class="memItemLeft" align="right" valign="top"><a id="a8615d76c1ae6f0106df3f41ef9d6c065"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>recoveryRate_</b></td></tr>
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<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>
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bool </td><td class="memItemRight" valign="bottom"><b>settlesAccrual_</b></td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>paysAtDefaultTime_</b></td></tr>
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<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> </td><td class="memItemRight" valign="bottom"><b>lastPeriodDC_</b></td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>rebatesAccrual_</b></td></tr>
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CreditDefaultSwap::PricingModel </td><td class="memItemRight" valign="bottom"><b>model_</b></td></tr>
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<a class="el" href="class_quant_lib_1_1_schedule.html">Schedule</a> </td><td class="memItemRight" valign="bottom"><b>schedule_</b></td></tr>
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ext::shared_ptr< <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>
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<a class="el" href="class_quant_lib_1_1_relinkable_handle.html">RelinkableHandle</a>< <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>
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<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 class="memdesc:af0732090814361ce5e8a885d9b57fc4b inherit pro_attribs_class_quant_lib_1_1_cds_helper"><td class="mdescLeft"> </td><td class="mdescRight">protection effective date. <br /></td></tr>
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<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>startDate_</b></td></tr>
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<tr class="inherit_header pro_attribs_class_quant_lib_1_1_relative_date_bootstrap_helper"><td colspan="2" onclick="javascript:toggleInherit('pro_attribs_class_quant_lib_1_1_relative_date_bootstrap_helper')"><img src="closed.png" alt="-"/> Protected Attributes inherited from <a class="el" href="class_quant_lib_1_1_relative_date_bootstrap_helper.html">RelativeDateBootstrapHelper< TS ></a></td></tr>
<tr class="memitem:aab7be0a2ef3486101fe70ac7ba229d17 inherit pro_attribs_class_quant_lib_1_1_relative_date_bootstrap_helper"><td class="memItemLeft" align="right" valign="top"><a id="aab7be0a2ef3486101fe70ac7ba229d17"></a>
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>evaluationDate_</b></td></tr>
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<tr class="inherit_header pro_attribs_class_quant_lib_1_1_bootstrap_helper"><td colspan="2" onclick="javascript:toggleInherit('pro_attribs_class_quant_lib_1_1_bootstrap_helper')"><img src="closed.png" alt="-"/> Protected Attributes inherited from <a class="el" href="class_quant_lib_1_1_bootstrap_helper.html">BootstrapHelper< TS ></a></td></tr>
<tr class="memitem:a5d87a388f17e28809793d3f796120ffe inherit pro_attribs_class_quant_lib_1_1_bootstrap_helper"><td class="memItemLeft" align="right" valign="top"><a id="a5d87a388f17e28809793d3f796120ffe"></a>
<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> > </td><td class="memItemRight" valign="bottom"><b>quote_</b></td></tr>
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TS * </td><td class="memItemRight" valign="bottom"><b>termStructure_</b></td></tr>
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<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>earliestDate_</b></td></tr>
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<tr class="memitem:a7b3b450e2412f03562f6e3f43020b876 inherit pro_attribs_class_quant_lib_1_1_bootstrap_helper"><td class="memItemLeft" align="right" valign="top"><a id="a7b3b450e2412f03562f6e3f43020b876"></a>
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>latestDate_</b></td></tr>
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<tr class="memitem:adca7c976b55e7bb2a6bf5ed335081100 inherit pro_attribs_class_quant_lib_1_1_bootstrap_helper"><td class="memItemLeft" align="right" valign="top"><a id="adca7c976b55e7bb2a6bf5ed335081100"></a>
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>maturityDate_</b></td></tr>
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<tr class="memitem:ada441708b1576a2e3874124afd48b6df inherit pro_attribs_class_quant_lib_1_1_bootstrap_helper"><td class="memItemLeft" align="right" valign="top"><a id="ada441708b1576a2e3874124afd48b6df"></a>
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>latestRelevantDate_</b></td></tr>
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<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>pillarDate_</b></td></tr>
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</table>
<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>Spread-quoted CDS hazard rate bootstrap helper. </p>
<dl class="section examples"><dt>Examples</dt><dd><a class="el" href="_c_d_s_8cpp-example.html#_a10">CDS.cpp</a>.</dd>
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