quantlib.instruments.credit\_default\_swap.CreditDefaultSwap
============================================================

.. currentmodule:: quantlib.instruments.credit_default_swap

.. autoclass:: CreditDefaultSwap
   :members:
   :show-inheritance:

   
   .. automethod:: __init__

   
   .. rubric:: Methods

   .. autosummary::


   
      ~CreditDefaultSwap.__init__
      ~CreditDefaultSwap.conventional_spread
      ~CreditDefaultSwap.from_upfront
      ~CreditDefaultSwap.implied_hazard_rate
      ~CreditDefaultSwap.set_pricing_engine
   
   

   
   
   .. rubric:: Attributes

   .. autosummary::

   
      ~CreditDefaultSwap.accrual
      ~CreditDefaultSwap.accrual_rebate_npv
      ~CreditDefaultSwap.cash_settlement_days
      ~CreditDefaultSwap.coupon_leg_bps
      ~CreditDefaultSwap.coupon_leg_npv
      ~CreditDefaultSwap.coupons
      ~CreditDefaultSwap.default_leg_npv
      ~CreditDefaultSwap.fair_spread
      ~CreditDefaultSwap.fair_upfront
      ~CreditDefaultSwap.is_expired
      ~CreditDefaultSwap.net_present_value
      ~CreditDefaultSwap.notional
      ~CreditDefaultSwap.npv
      ~CreditDefaultSwap.pays_at_default_time
      ~CreditDefaultSwap.protection_end_date
      ~CreditDefaultSwap.protection_start_date
      ~CreditDefaultSwap.rebates_accrual
      ~CreditDefaultSwap.running_spread
      ~CreditDefaultSwap.settles_accrual
      ~CreditDefaultSwap.side
      ~CreditDefaultSwap.trade_date
      ~CreditDefaultSwap.upfront
      ~CreditDefaultSwap.upfront_bps
      ~CreditDefaultSwap.upfront_npv
      ~CreditDefaultSwap.valuation_date