CreditCurve::RefData Struct Reference

#include <qle/termstructures/creditcurve.hpp>

Collaboration diagram for CreditCurve::RefData:

Public Member Functions
	RefData ()

Public Attributes
QuantLib::Date	startDate = QuantLib::Null<QuantLib::Date>()
QuantLib::Period	indexTerm = 0 * QuantLib::Days
QuantLib::Period	tenor = 3 * QuantLib::Months
QuantLib::Calendar	calendar = QuantLib::WeekendsOnly()
QuantLib::BusinessDayConvention	convention = QuantLib::Following
QuantLib::BusinessDayConvention	termConvention = QuantLib::Following
QuantLib::DateGeneration::Rule	rule = QuantLib::DateGeneration::CDS2015
bool	endOfMonth = false
QuantLib::Real	runningSpread = QuantLib::Null<QuantLib::Real>()
QuantLib::BusinessDayConvention	payConvention = QuantLib::Following
QuantLib::DayCounter	dayCounter = QuantLib::Actual360(false)
QuantLib::DayCounter	lastPeriodDayCounter = QuantLib::Actual360(true)
QuantLib::Natural	cashSettlementDays = 3

Detailed Description

Definition at line 35 of file creditcurve.hpp.

Constructor & Destructor Documentation

RefData()

RefData

(

)

Definition at line 36 of file creditcurve.hpp.

{}

Member Data Documentation

startDate

QuantLib::Date startDate = QuantLib::Null<QuantLib::Date>()

Definition at line 37 of file creditcurve.hpp.

indexTerm

QuantLib::Period indexTerm = 0 * QuantLib::Days

Definition at line 38 of file creditcurve.hpp.

tenor

QuantLib::Period tenor = 3 * QuantLib::Months

Definition at line 39 of file creditcurve.hpp.

calendar

QuantLib::Calendar calendar = QuantLib::WeekendsOnly()

Definition at line 40 of file creditcurve.hpp.

convention

QuantLib::BusinessDayConvention convention = QuantLib::Following

Definition at line 41 of file creditcurve.hpp.

termConvention

QuantLib::BusinessDayConvention termConvention = QuantLib::Following

Definition at line 42 of file creditcurve.hpp.

rule

QuantLib::DateGeneration::Rule rule = QuantLib::DateGeneration::CDS2015

Definition at line 43 of file creditcurve.hpp.

endOfMonth

bool endOfMonth = false

Definition at line 44 of file creditcurve.hpp.

runningSpread

QuantLib::Real runningSpread = QuantLib::Null<QuantLib::Real>()

Definition at line 45 of file creditcurve.hpp.

payConvention

QuantLib::BusinessDayConvention payConvention = QuantLib::Following

Definition at line 46 of file creditcurve.hpp.

dayCounter

QuantLib::DayCounter dayCounter = QuantLib::Actual360(false)

Definition at line 47 of file creditcurve.hpp.

lastPeriodDayCounter

QuantLib::DayCounter lastPeriodDayCounter = QuantLib::Actual360(true)

Definition at line 48 of file creditcurve.hpp.

cashSettlementDays

QuantLib::Natural cashSettlementDays = 3

Definition at line 49 of file creditcurve.hpp.