Uses of Class
org.quantlib.CreditDefaultSwap.PricingModel

Uses of CreditDefaultSwap.PricingModel in org.quantlib

Fields in org.quantlib declared as CreditDefaultSwap.PricingModel

Modifier and Type	Field	Description
static CreditDefaultSwap.PricingModel	CreditDefaultSwap.PricingModel.ISDA
static CreditDefaultSwap.PricingModel	CreditDefaultSwap.PricingModel.Midpoint

Methods in org.quantlib that return CreditDefaultSwap.PricingModel

Modifier and Type	Method	Description
static CreditDefaultSwap.PricingModel	CreditDefaultSwap.PricingModel.swigToEnum(int swigValue)

Methods in org.quantlib with parameters of type CreditDefaultSwap.PricingModel

Modifier and Type	Method	Description
double	CreditDefaultSwap.conventionalSpread(double conventionalRecovery, YieldTermStructureHandle discountCurve, DayCounter dayCounter, CreditDefaultSwap.PricingModel model)
double	CreditDefaultSwap.impliedHazardRate(double targetNPV, YieldTermStructureHandle discountCurve, DayCounter dayCounter, double recoveryRate, double accuracy, CreditDefaultSwap.PricingModel model)

Constructors in org.quantlib with parameters of type CreditDefaultSwap.PricingModel

Constructor	Description
SpreadCdsHelper(double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, boolean settlesAccrual, boolean paysAtDefaultTime, Date startDate, DayCounter lastPeriodDayCounter, boolean rebatesAccrual, CreditDefaultSwap.PricingModel model)
SpreadCdsHelper(QuoteHandle spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, boolean settlesAccrual, boolean paysAtDefaultTime, Date startDate, DayCounter lastPeriodDayCounter, boolean rebatesAccrual, CreditDefaultSwap.PricingModel model)
UpfrontCdsHelper(double upfront, double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, long upfrontSettlementDays, boolean settlesAccrual, boolean paysAtDefaultTime, Date startDate, DayCounter lastPeriodDayCounter, boolean rebatesAccrual, CreditDefaultSwap.PricingModel model)
UpfrontCdsHelper(QuoteHandle upfront, double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, long upfrontSettlementDays, boolean settlesAccrual, boolean paysAtDefaultTime, Date startDate, DayCounter lastPeriodDayCounter, boolean rebatesAccrual, CreditDefaultSwap.PricingModel model)