Reference manual - version qle_version
Public Attributes | |
| QuantLib::Date | startDate = QuantLib::Null<QuantLib::Date>() |
| QuantLib::Period | indexTerm = 0 * QuantLib::Days |
| QuantLib::Period | tenor = 3 * QuantLib::Months |
| QuantLib::Calendar | calendar = QuantLib::WeekendsOnly() |
| QuantLib::BusinessDayConvention | convention = QuantLib::Following |
| QuantLib::BusinessDayConvention | termConvention = QuantLib::Following |
| QuantLib::DateGeneration::Rule | rule = QuantLib::DateGeneration::CDS2015 |
| bool | endOfMonth = false |
| QuantLib::Real | runningSpread = QuantLib::Null<QuantLib::Real>() |
| QuantLib::BusinessDayConvention | payConvention = QuantLib::Following |
| QuantLib::DayCounter | dayCounter = QuantLib::Actual360(false) |
| QuantLib::DayCounter | lastPeriodDayCounter = QuantLib::Actual360(true) |
| QuantLib::Natural | cashSettlementDays = 3 |