#include <qle/instruments/cbo.hpp>

Inheritance diagram for CBO::arguments:

Collaboration diagram for CBO::arguments:

Public Member Functions
void	validate () const override

Public Attributes
QuantLib::ext::shared_ptr< BondBasket >	basket

Schedule	schedule

Rate	seniorFee

Rate	subordinatedFee

DayCounter	feeDayCounter

std::vector< Tranche >	tranches

Real	equityKicker

Currency	ccy

std::string	investedTrancheName

Detailed Description

Definition at line 126 of file cbo.hpp.

Member Function Documentation

◆ validate()

void validate ( ) const

override

Definition at line 130 of file cbo.cpp.

                                  {
    QL_REQUIRE(basket && !basket->bonds().empty(), "no basket given");
    QL_REQUIRE(seniorFee != Null<Real>(), "no senior fee given");
    QL_REQUIRE(!feeDayCounter.empty(), "no fee day counter given");
}

Member Data Documentation

◆ basket

QuantLib::ext::shared_ptr<BondBasket> basket

Definition at line 130 of file cbo.hpp.

◆ schedule

Schedule schedule

Definition at line 131 of file cbo.hpp.

◆ seniorFee

Rate seniorFee

Definition at line 132 of file cbo.hpp.

◆ subordinatedFee

Rate subordinatedFee

Definition at line 133 of file cbo.hpp.

◆ feeDayCounter

DayCounter feeDayCounter

Definition at line 134 of file cbo.hpp.

◆ tranches

std::vector<Tranche> tranches

Definition at line 135 of file cbo.hpp.

◆ equityKicker

Real equityKicker

Definition at line 136 of file cbo.hpp.

◆ ccy

Currency ccy

Definition at line 137 of file cbo.hpp.

◆ investedTrancheName

std::string investedTrancheName

Definition at line 138 of file cbo.hpp.

Public Member Functions

Public Attributes