Inheritance diagram for QuantLibAddin::UpfrontCdsHelper:

Collaboration diagram for QuantLibAddin::UpfrontCdsHelper:

Public Member Functions
	UpfrontCdsHelper (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const QuantLib::Handle< QuantLib::Quote > &quote, QuantLib::Rate runningSpread, 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, QuantLib::Natural upfrontSettlementDays, 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

◆ UpfrontCdsHelper()

QuantLibAddin::UpfrontCdsHelper::UpfrontCdsHelper	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	properties,
		const QuantLib::Handle< QuantLib::Quote > &	quote,
		QuantLib::Rate	runningSpread,
		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,
		QuantLib::Natural	upfrontSettlementDays,
		bool	settlesAccrual,
		bool	paysAtDefaultTime,
		bool	permanent
	)

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