makecds.hpp File Reference

Helper class to instantiate standard market cds. More...

#include <boost/optional.hpp>
#include <ql/instruments/creditdefaultswap.hpp>

Go to the source code of this file.

Classes
class	MakeCreditDefaultSwap
	helper class More...

Namespaces
namespace	QuantExt

Detailed Description

Helper class to instantiate standard market cds.

Definition in file makecds.hpp.