creditdefaultswap.hpp
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)
Definition: baseinstruments.hpp:34
Definition: abcd.hpp:38
Definition: creditdefaultswap.hpp:38
Definition: abcd.hpp:30