creditdefaultswap.hpp File Reference

Credit default swap. More...

#include <ql/instrument.hpp>
#include <ql/cashflows/simplecashflow.hpp>
#include <ql/default.hpp>
#include <ql/termstructures/defaulttermstructure.hpp>
#include <ql/time/schedule.hpp>
#include <ql/optional.hpp>

Go to the source code of this file.

Classes
class	CreditDefaultSwap
	Credit default swap. More...
class	CreditDefaultSwap::arguments
class	CreditDefaultSwap::results
class	CreditDefaultSwap::engine

Namespaces
namespace	QuantLib

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

Detailed Description

Credit default swap.

Definition in file creditdefaultswap.hpp.