Inheritance diagram for QuantLibAddin::CreditDefaultSwap:

Collaboration diagram for QuantLibAddin::CreditDefaultSwap:

Public Member Functions
	CreditDefaultSwap (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, QuantLib::Protection::Side side, QuantLib::Real notional, QuantLib::Rate upfront, QuantLib::Rate spread, const boost::shared_ptr< QuantLib::Schedule > &schedule, QuantLib::BusinessDayConvention paymentConvention, const QuantLib::DayCounter &dayCounter, bool settlesAccrual, bool paysAtDefaultTime, const QuantLib::Date &protectionStart, const QuantLib::Date &upfrontDate, bool permanent)

Public Member Functions inherited from QuantLibAddin::Instrument
void	setPricingEngine (boost::shared_ptr< PricingEngine > &e) const

Constructor & Destructor Documentation

◆ CreditDefaultSwap()

QuantLibAddin::CreditDefaultSwap::CreditDefaultSwap	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	properties,
		QuantLib::Protection::Side	side,
		QuantLib::Real	notional,
		QuantLib::Rate	upfront,
		QuantLib::Rate	spread,
		const boost::shared_ptr< QuantLib::Schedule > &	schedule,
		QuantLib::BusinessDayConvention	paymentConvention,
		const QuantLib::DayCounter &	dayCounter,
		bool	settlesAccrual,
		bool	paysAtDefaultTime,
		const QuantLib::Date &	protectionStart,
		const QuantLib::Date &	upfrontDate,
		bool	permanent
	)

The documentation for this class was generated from the following file: