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QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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QuantLib
MakeCreditDefaultSwap
MakeCreditDefaultSwap Member List
This is the complete list of members for
MakeCreditDefaultSwap
, including all inherited members.
cashSettlementDays_
MakeCreditDefaultSwap
private
couponRate_
MakeCreditDefaultSwap
private
couponTenor_
MakeCreditDefaultSwap
private
dayCounter_
MakeCreditDefaultSwap
private
engine_
MakeCreditDefaultSwap
private
lastPeriodDayCounter_
MakeCreditDefaultSwap
private
MakeCreditDefaultSwap
(const Period &tenor, Real couponRate)
MakeCreditDefaultSwap
MakeCreditDefaultSwap
(const Date &termDate, Real couponRate)
MakeCreditDefaultSwap
nominal_
MakeCreditDefaultSwap
private
operator CreditDefaultSwap
() const
MakeCreditDefaultSwap
operator ext::shared_ptr< CreditDefaultSwap >
() const
MakeCreditDefaultSwap
rule_
MakeCreditDefaultSwap
private
side_
MakeCreditDefaultSwap
private
tenor_
MakeCreditDefaultSwap
private
termDate_
MakeCreditDefaultSwap
private
tradeDate_
MakeCreditDefaultSwap
private
upfrontRate_
MakeCreditDefaultSwap
private
withCashSettlementDays
(Natural cashSettlementDays)
MakeCreditDefaultSwap
withCouponTenor
(Period)
MakeCreditDefaultSwap
withDateGenerationRule
(DateGeneration::Rule rule)
MakeCreditDefaultSwap
withDayCounter
(DayCounter &)
MakeCreditDefaultSwap
withLastPeriodDayCounter
(DayCounter &)
MakeCreditDefaultSwap
withNominal
(Real)
MakeCreditDefaultSwap
withPricingEngine
(const ext::shared_ptr< PricingEngine > &)
MakeCreditDefaultSwap
withSide
(Protection::Side)
MakeCreditDefaultSwap
withTradeDate
(const Date &tradeDate)
MakeCreditDefaultSwap
withUpfrontRate
(Real)
MakeCreditDefaultSwap
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