QuantLibAddin::SpreadCdsHelper Class Reference
#include <qlo/credit.hpp>
Inheritance diagram for QuantLibAddin::SpreadCdsHelper:
Collaboration diagram for QuantLibAddin::SpreadCdsHelper:
Public Member Functions | |
SpreadCdsHelper (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const QuantLib::Handle< QuantLib::Quote > "e, const QuantLib::Period &period, QuantLib::Natural settlementDays, const QuantLib::Calendar &calendar, QuantLib::Frequency frequency, QuantLib::BusinessDayConvention paymentConvention, QuantLib::DateGeneration::Rule rule, const QuantLib::DayCounter &dayCounter, QuantLib::Real recoveryRate, const QuantLib::Handle< QuantLib::YieldTermStructure > &yieldTS, bool settlesAccrual, bool paysAtDefaultTime, bool permanent) | |
Additional Inherited Members | |
Protected Member Functions inherited from QuantLibAddin::DefaultProbabilityHelper | |
OH_LIB_CTOR (DefaultProbabilityHelper, QuantLib::DefaultProbabilityHelper) | |
Constructor & Destructor Documentation
◆ SpreadCdsHelper()
QuantLibAddin::SpreadCdsHelper::SpreadCdsHelper | ( | const boost::shared_ptr< ObjectHandler::ValueObject > & | properties, |
const QuantLib::Handle< QuantLib::Quote > & | quote, | ||
const QuantLib::Period & | period, | ||
QuantLib::Natural | settlementDays, | ||
const QuantLib::Calendar & | calendar, | ||
QuantLib::Frequency | frequency, | ||
QuantLib::BusinessDayConvention | paymentConvention, | ||
QuantLib::DateGeneration::Rule | rule, | ||
const QuantLib::DayCounter & | dayCounter, | ||
QuantLib::Real | recoveryRate, | ||
const QuantLib::Handle< QuantLib::YieldTermStructure > & | yieldTS, | ||
bool | settlesAccrual, | ||
bool | paysAtDefaultTime, | ||
bool | permanent | ||
) |
The documentation for this class was generated from the following file: