QuantLib: MakeCreditDefaultSwap Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.20

Public Member Functions | List of all members
MakeCreditDefaultSwap Class Reference

helper class More...

`#include <ql/instruments/makecds.hpp>`

## Public Member Functions
| MakeCreditDefaultSwap (const Period &tenor, Real couponRate)
| MakeCreditDefaultSwap (const Date &termDate, Real couponRate)
| operator CreditDefaultSwap () const
| operator ext::shared_ptr< CreditDefaultSwap > () const
MakeCreditDefaultSwap & | withUpfrontRate (Real)
MakeCreditDefaultSwap & | withSide (Protection::Side)
MakeCreditDefaultSwap & | withNominal (Real)
MakeCreditDefaultSwap & | withCouponTenor (Period)
MakeCreditDefaultSwap & | withDayCounter (DayCounter &)
MakeCreditDefaultSwap & | withLastPeriodDayCounter (DayCounter &)
MakeCreditDefaultSwap & | withPricingEngine (const ext::shared_ptr< PricingEngine > &)

## Detailed Description

helper class

This class provides a more comfortable way to instantiate standard cds.