quantlib.instruments.make_cds.MakeCreditDefaultSwap

class MakeCreditDefaultSwap(tenor_or_term_date, Real coupon_rate)

Bases: object

__init__(*args, **kwargs)

Methods

__init__(*args, **kwargs)
with_cash_settlement_days(self, Natural days)
with_date_generation_rule(self, ...)
with_last_period_daycounter(self, DayCounter dc)
with_nominal(self, Real n)
with_pricing_engine(self, PricingEngine pe)
with_side(self, Protection side)
with_upfront_rate(self, Real upf)

with_cash_settlement_days(self, Natural days)

with_date_generation_rule(self, DateGeneration rule)

with_last_period_daycounter(self, DayCounter dc)

with_nominal(self, Real n)

with_pricing_engine(self, PricingEngine pe)

with_side(self, Protection side)

with_upfront_rate(self, Real upf)