MidPointIndexCdsEngine Class Reference

Inheritance diagram for MidPointIndexCdsEngine:

Public Member Functions
	MidPointIndexCdsEngine (const Handle< DefaultProbabilityTermStructure > &, Real recoveryRate, const Handle< YieldTermStructure > &discountCurve, QuantLib::ext::optional< bool > includeSettlementDateFlows=QuantLib::ext::nullopt)
	MidPointIndexCdsEngine (const std::vector< Handle< DefaultProbabilityTermStructure > > &, const std::vector< Real > &underlyingRecoveryRate, const Handle< YieldTermStructure > &discountCurve, QuantLib::ext::optional< bool > includeSettlementDateFlows=QuantLib::ext::nullopt)
void	calculate () const override