25#ifndef quantlib_isda_cds_engine_hpp
26#define quantlib_isda_cds_engine_hpp
101 const ext::optional<bool>& includeSettlementDateFlows =
ext::nullopt,
Shared handle to an observable.
const ext::optional< bool > includeSettlementDateFlows_
Handle< YieldTermStructure > discountCurve_
Handle< YieldTermStructure > isdaRateCurve() const
Handle< DefaultProbabilityTermStructure > isdaCreditCurve() const
Handle< DefaultProbabilityTermStructure > probability_
void calculate() const override
const ForwardsInCouponPeriod forwardsInCouponPeriod_
const NumericalFix numericalFix_
const AccrualBias accrualBias_
default-probability term structure
const boost::none_t & nullopt
Maps optional to either the boost or std implementation.
Interest-rate term structure.