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| IndexCreditDefaultSwap (Protection::Side side, Real notional, std::vector< Real > underlyingNotionals, Rate spread, const Schedule &schedule, BusinessDayConvention paymentConvention, const DayCounter &dayCounter, bool settlesAccrual=true, ProtectionPaymentTime protectionPaymentTime=atDefault, const Date &protectionStart=Date(), const boost::shared_ptr< Claim > &claim=boost::shared_ptr< Claim >(), const DayCounter &lastPeriodDayCounter=DayCounter(), bool rebatesAccrual=true, const Date &tradeDate=Date(), Natural cashSettlementDays=3) |
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| IndexCreditDefaultSwap (Protection::Side side, Real notional, std::vector< Real > underlyingNotionals, Rate upfront, Rate spread, const Schedule &schedule, BusinessDayConvention paymentConvention, const DayCounter &dayCounter, bool settlesAccrual=true, ProtectionPaymentTime protectionPaymentTime=atDefault, const Date &protectionStart=Date(), const Date &upfrontDate=Date(), const boost::shared_ptr< Claim > &claim=boost::shared_ptr< Claim >(), const DayCounter &lastPeriodDayCounter=DayCounter(), bool rebatesAccrual=true, const Date &tradeDate=Date(), Natural cashSettlementDays=3) |
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const std::vector< Real > & | underlyingNotionals () const |
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