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Fully annotated reference manual - version 1.8.12
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Public Attributes | List of all members
IndexCreditDefaultSwap::arguments Class Reference

#include <qle/instruments/indexcreditdefaultswap.hpp>

+ Inheritance diagram for IndexCreditDefaultSwap::arguments:
+ Collaboration diagram for IndexCreditDefaultSwap::arguments:

Public Attributes

std::vector< Real > underlyingNotionals
 

Detailed Description

Definition at line 100 of file indexcreditdefaultswap.hpp.

Member Data Documentation

◆ underlyingNotionals

std::vector<Real> underlyingNotionals

Definition at line 102 of file indexcreditdefaultswap.hpp.