quantlib.instruments.make_cds.
MakeCreditDefaultSwap¶
- class MakeCreditDefaultSwap(tenor_or_term_date, Real coupon_rate)¶
Bases:
object
Methods
__call__
(*args, **kwargs)Call self as a function.
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)