creditdefaultswap.cpp File Reference

#include <ql/cashflows/fixedratecoupon.hpp>
#include <ql/cashflows/simplecashflow.hpp>
#include <ql/instruments/claim.hpp>
#include <ql/instruments/creditdefaultswap.hpp>
#include <ql/math/solvers1d/brent.hpp>
#include <ql/pricingengines/credit/isdacdsengine.hpp>
#include <ql/pricingengines/credit/midpointcdsengine.hpp>
#include <ql/quotes/simplequote.hpp>
#include <ql/termstructures/credit/flathazardrate.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/time/calendars/weekendsonly.hpp>
#include <ql/time/schedule.hpp>
#include <ql/optional.hpp>
#include <utility>

Go to the source code of this file.

Namespaces
namespace	QuantLib

Functions
Date	cdsMaturity (const Date &tradeDate, const Period &tenor, DateGeneration::Rule rule)

Variable Documentation

target_

Real target_

private

Definition at line 332 of file creditdefaultswap.cpp.

quote_

SimpleQuote& quote_

private

Definition at line 333 of file creditdefaultswap.cpp.

engine_

PricingEngine& engine_

private

Definition at line 334 of file creditdefaultswap.cpp.

results_

const CreditDefaultSwap::results* results_

private

Definition at line 335 of file creditdefaultswap.cpp.