MidPointIndexCdsEngine Class Reference

Inheritance diagram for MidPointIndexCdsEngine:

Public Member Functions
	MidPointIndexCdsEngine (const Handle< DefaultProbabilityTermStructure > &, Real recoveryRate, const Handle< YieldTermStructure > &discountCurve, boost::optional< bool > includeSettlementDateFlows=boost::none)
	MidPointIndexCdsEngine (const std::vector< Handle< DefaultProbabilityTermStructure >> &, const std::vector< Real > &underlyingRecoveryRate, const Handle< YieldTermStructure > &discountCurve, boost::optional< bool > includeSettlementDateFlows=boost::none)
void	calculate () const override