helper class More...
#include <ql/instruments/makecds.hpp>
Public Member Functions | |
| MakeCreditDefaultSwap (const Period &tenor, Real couponRate) | |
| MakeCreditDefaultSwap (const Date &termDate, Real couponRate) | |
| operator CreditDefaultSwap () const | |
| operator ext::shared_ptr< CreditDefaultSwap > () const | |
| MakeCreditDefaultSwap & | withUpfrontRate (Real) |
| MakeCreditDefaultSwap & | withSide (Protection::Side) |
| MakeCreditDefaultSwap & | withNominal (Real) |
| MakeCreditDefaultSwap & | withCouponTenor (Period) |
| MakeCreditDefaultSwap & | withDayCounter (DayCounter &) |
| MakeCreditDefaultSwap & | withLastPeriodDayCounter (DayCounter &) |
| MakeCreditDefaultSwap & | withPricingEngine (const ext::shared_ptr< PricingEngine > &) |
helper class
This class provides a more comfortable way to instantiate standard cds.