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QuantLib::Date | startDate = QuantLib::Null<QuantLib::Date>() |
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QuantLib::Period | indexTerm = 0 * QuantLib::Days |
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QuantLib::Period | tenor = 3 * QuantLib::Months |
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QuantLib::Calendar | calendar = QuantLib::WeekendsOnly() |
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QuantLib::BusinessDayConvention | convention = QuantLib::Following |
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QuantLib::BusinessDayConvention | termConvention = QuantLib::Following |
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QuantLib::DateGeneration::Rule | rule = QuantLib::DateGeneration::CDS2015 |
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bool | endOfMonth = false |
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QuantLib::Real | runningSpread = QuantLib::Null<QuantLib::Real>() |
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QuantLib::BusinessDayConvention | payConvention = QuantLib::Following |
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QuantLib::DayCounter | dayCounter = QuantLib::Actual360(false) |
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QuantLib::DayCounter | lastPeriodDayCounter = QuantLib::Actual360(true) |
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QuantLib::Natural | cashSettlementDays = 3 |
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