Reference manual - version qle_version
helper class More...
#include <qle/instruments/makecds.hpp>
Public Member Functions | |
| MakeCreditDefaultSwap (const Period &tenor, const Real couponRate) | |
| MakeCreditDefaultSwap (const Date &termDate, const Real couponRate) | |
| operator CreditDefaultSwap () const | |
| operator QuantLib::ext::shared_ptr< CreditDefaultSwap > () const | |
| MakeCreditDefaultSwap & | withUpfrontRate (Real) |
| MakeCreditDefaultSwap & | withSide (Protection::Side) |
| MakeCreditDefaultSwap & | withNominal (Real) |
| MakeCreditDefaultSwap & | withCouponTenor (Period) |
| MakeCreditDefaultSwap & | withDayCounter (const DayCounter &) |
| MakeCreditDefaultSwap & | withLastPeriodDayCounter (const DayCounter &) |
| MakeCreditDefaultSwap & | withDateGenerationRule (DateGeneration::Rule rule) |
| MakeCreditDefaultSwap & | withCashSettlementDays (Natural cashSettlementDays) |
| MakeCreditDefaultSwap & | withPricingEngine (const QuantLib::ext::shared_ptr< PricingEngine > &) |
| MakeCreditDefaultSwap & | withSettlesAccrual (bool) |
| MakeCreditDefaultSwap & | withPaysAtDefaultTime (bool) |
| MakeCreditDefaultSwap & | withRebatesAccrual (bool) |
helper class
This class provides a more comfortable way to instantiate standard cds.