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| CreditDefaultSwapData () |
| Default constructor.
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| CreditDefaultSwapData (const string &issuerId, const string &creditCurveId, const LegData &leg, const bool settlesAccrual=true, const PPT protectionPaymentTime=PPT::atDefault, const Date &protectionStart=Date(), const Date &upfrontDate=Date(), const Real upfrontFee=Null< Real >(), QuantLib::Real recoveryRate=QuantLib::Null< QuantLib::Real >(), const std::string &referenceObligation="", const Date &tradeDate=Date(), const std::string &cashSettlementDays="", const bool rebatesAccrual=true) |
| Constructor that takes an explicit creditCurveId .
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| CreditDefaultSwapData (const std::string &issuerId, const CdsReferenceInformation &referenceInformation, const LegData &leg, bool settlesAccrual=true, const PPT protectionPaymentTime=PPT::atDefault, const QuantLib::Date &protectionStart=QuantLib::Date(), const QuantLib::Date &upfrontDate=QuantLib::Date(), QuantLib::Real upfrontFee=QuantLib::Null< QuantLib::Real >(), QuantLib::Real recoveryRate=QuantLib::Null< QuantLib::Real >(), const std::string &referenceObligation="", const Date &tradeDate=Date(), const std::string &cashSettlementDays="", const bool rebatesAccrual=true) |
| Constructor that takes a referenceInformation object.
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void | fromXML (XMLNode *node) override |
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XMLNode * | toXML (XMLDocument &doc) override |
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const string & | issuerId () const |
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const string & | creditCurveId () const |
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const LegData & | leg () const |
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bool | settlesAccrual () const |
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PPT | protectionPaymentTime () const |
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const Date & | protectionStart () const |
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const Date & | upfrontDate () const |
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Real | upfrontFee () const |
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bool | rebatesAccrual () const |
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QuantLib::Real | recoveryRate () const |
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const std::string & | referenceObligation () const |
| CDS Reference Obligation.
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const QuantLib::Date & | tradeDate () const |
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QuantLib::Natural | cashSettlementDays () const |
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const boost::optional< CdsReferenceInformation > & | referenceInformation () const |
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void | fromFile (const std::string &filename) |
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void | toFile (const std::string &filename) |
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void | fromXMLString (const std::string &xml) |
| Parse from XML string.
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std::string | toXMLString () |
| Parse from XML string.
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Serializable credit default swap data