RiskParticipationAgreementBaseEngine Member List

This is the complete list of members for RiskParticipationAgreementBaseEngine, including all inherited members.

baseCcy_	RiskParticipationAgreementBaseEngine	protected
buildDiscretisationGrid(const Date &referenceDate, const Date &protectionStart, const Date &protectionEnd, const std::vector< Leg > &underlying, const Size maxGapDays=Null< Size >(), const Size maxDiscretisationPoints=Null< Size >())	RiskParticipationAgreementBaseEngine	static
calculate() const override	RiskParticipationAgreementBaseEngine	protected
defaultCurve_	RiskParticipationAgreementBaseEngine	protected
discountCurves_	RiskParticipationAgreementBaseEngine	mutableprotected
effectiveRecoveryRate_	RiskParticipationAgreementBaseEngine	mutableprotected
fxSpots_	RiskParticipationAgreementBaseEngine	mutableprotected
gridDates_	RiskParticipationAgreementBaseEngine	mutableprotected
maxDiscretisationPoints_	RiskParticipationAgreementBaseEngine	protected
maxGapDays_	RiskParticipationAgreementBaseEngine	protected
protectionLegNpv() const =0	RiskParticipationAgreementBaseEngine	protectedpure virtual
recoveryRate_	RiskParticipationAgreementBaseEngine	protected
referenceDate_	RiskParticipationAgreementBaseEngine	mutableprotected
RiskParticipationAgreementBaseEngine(const std::string &baseCcy, const std::map< std::string, Handle< YieldTermStructure > > &discountCurves, const std::map< std::string, Handle< Quote > > &fxSpots, const Handle< DefaultProbabilityTermStructure > &defaultCurve, const Handle< Quote > &recoveryRate, const Size maxGapDays=Null< Size >(), const Size maxDiscretizsationPoints=Null< Size >())	RiskParticipationAgreementBaseEngine