QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.12
Public Member Functions | List of all members
MakeCreditDefaultSwap Class Reference

helper class More...

#include <ql/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
 
MakeCreditDefaultSwapwithUpfrontRate (Real)
 
MakeCreditDefaultSwapwithSide (Protection::Side)
 
MakeCreditDefaultSwapwithNominal (Real)
 
MakeCreditDefaultSwapwithCouponTenor (Period)
 
MakeCreditDefaultSwapwithDayCounter (DayCounter &)
 
MakeCreditDefaultSwapwithLastPeriodDayCounter (DayCounter &)
 
MakeCreditDefaultSwapwithPricingEngine (const boost::shared_ptr< PricingEngine > &)
 

Detailed Description

helper class

This class provides a more comfortable way to instantiate standard cds.