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 &	withDateGenerationRule (DateGeneration::Rule rule)
MakeCreditDefaultSwap &	withCashSettlementDays (Natural cashSettlementDays)
MakeCreditDefaultSwap &	withPricingEngine (const ext::shared_ptr< PricingEngine > &)
MakeCreditDefaultSwap &	withTradeDate (const Date &tradeDate)

Detailed Description

helper class

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