helper class More...
#include <qle/instruments/makecds.hpp>
Public Member Functions | |
MakeCreditDefaultSwap (const Period &tenor, const Real couponRate) | |
MakeCreditDefaultSwap (const Date &termDate, const Real couponRate) | |
operator CreditDefaultSwap () const | |
operator boost::shared_ptr< CreditDefaultSwap > () const | |
MakeCreditDefaultSwap & | withUpfrontRate (Real) |
MakeCreditDefaultSwap & | withSide (Protection::Side) |
MakeCreditDefaultSwap & | withNominal (Real) |
MakeCreditDefaultSwap & | withCouponTenor (Period) |
MakeCreditDefaultSwap & | withDayCounter (const DayCounter &) |
MakeCreditDefaultSwap & | withLastPeriodDayCounter (const DayCounter &) |
MakeCreditDefaultSwap & | withDateGenerationRule (DateGeneration::Rule rule) |
MakeCreditDefaultSwap & | withCashSettlementDays (Natural cashSettlementDays) |
MakeCreditDefaultSwap & | withPricingEngine (const boost::shared_ptr< PricingEngine > &) |
MakeCreditDefaultSwap & | withSettlesAccrual (bool) |
MakeCreditDefaultSwap & | withPaysAtDefaultTime (bool) |
MakeCreditDefaultSwap & | withRebatesAccrual (bool) |
helper class
This class provides a more comfortable way to instantiate standard cds.