quantlib.instruments.credit_default_swap.CreditDefaultSwap.conventional_spread
¶
CreditDefaultSwap.
conventional_spread
(
self
,
Real
recovery
,
HandleYieldTermStructure
yts
,
DayCounter
dc=Actual365Fixed()
,
PricingModel
model=PricingModel.Midpoint
)
¶
Quantlib cython wrapper
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