Uses of Class
org.quantlib.IsdaCdsEngine.NumericalFix

Uses of IsdaCdsEngine.NumericalFix in org.quantlib

Fields in org.quantlib declared as IsdaCdsEngine.NumericalFix

Modifier and Type	Field	Description
static IsdaCdsEngine.NumericalFix	IsdaCdsEngine.NumericalFix.None
static IsdaCdsEngine.NumericalFix	IsdaCdsEngine.NumericalFix.Taylor

Methods in org.quantlib that return IsdaCdsEngine.NumericalFix

Modifier and Type	Method	Description
static IsdaCdsEngine.NumericalFix	IsdaCdsEngine.NumericalFix.swigToEnum(int swigValue)

Constructors in org.quantlib with parameters of type IsdaCdsEngine.NumericalFix

Constructor	Description
IsdaCdsEngine(DefaultProbabilityTermStructureHandle probability, double recoveryRate, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows, IsdaCdsEngine.NumericalFix numericalFix)
IsdaCdsEngine(DefaultProbabilityTermStructureHandle probability, double recoveryRate, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows, IsdaCdsEngine.NumericalFix numericalFix, IsdaCdsEngine.AccrualBias accrualBias)
IsdaCdsEngine(DefaultProbabilityTermStructureHandle probability, double recoveryRate, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows, IsdaCdsEngine.NumericalFix numericalFix, IsdaCdsEngine.AccrualBias accrualBias, IsdaCdsEngine.ForwardsInCouponPeriod forwardsInCouponPeriod)