RiskParticipationAgreementTLock::arguments Class Reference

#include <qle/instruments/riskparticipationagreement_tlock.hpp>

Inheritance diagram for RiskParticipationAgreementTLock::arguments:

Collaboration diagram for RiskParticipationAgreementTLock::arguments:

Public Member Functions
	arguments ()
void	validate () const override

Public Attributes
QuantLib::ext::shared_ptr< QuantLib::Bond >	bond
Real	bondNotional
bool	payer
Real	referenceRate
DayCounter	dayCounter
Date	terminationDate
Date	paymentDate
std::vector< Leg >	protectionFee
bool	protectionFeePayer
std::vector< std::string >	protectionFeeCcys
Real	participationRate
Date	protectionStart
Date	protectionEnd
bool	settlesAccrual
Real	fixedRecoveryRate
Date	maturity

Detailed Description

Definition at line 101 of file riskparticipationagreement_tlock.hpp.

Constructor & Destructor Documentation

arguments()

arguments

(

)

Definition at line 103 of file riskparticipationagreement_tlock.hpp.

        : payer(false), referenceRate(0.0), protectionFeePayer(false), participationRate(0.0), settlesAccrual(false),
          fixedRecoveryRate(0.0) {}

Member Function Documentation

validate()

void validate ( ) const

override

Definition at line 106 of file riskparticipationagreement_tlock.hpp.

{}

Member Data Documentation

bond

QuantLib::ext::shared_ptr<QuantLib::Bond> bond

Definition at line 109 of file riskparticipationagreement_tlock.hpp.

bondNotional

Real bondNotional

Definition at line 110 of file riskparticipationagreement_tlock.hpp.

payer

bool payer

Definition at line 111 of file riskparticipationagreement_tlock.hpp.

referenceRate

Real referenceRate

Definition at line 112 of file riskparticipationagreement_tlock.hpp.

dayCounter

DayCounter dayCounter

Definition at line 113 of file riskparticipationagreement_tlock.hpp.

terminationDate

Date terminationDate

Definition at line 114 of file riskparticipationagreement_tlock.hpp.

paymentDate

Date paymentDate

Definition at line 115 of file riskparticipationagreement_tlock.hpp.

protectionFee

std::vector<Leg> protectionFee

Definition at line 118 of file riskparticipationagreement_tlock.hpp.

protectionFeePayer

bool protectionFeePayer

Definition at line 119 of file riskparticipationagreement_tlock.hpp.

protectionFeeCcys

std::vector<std::string> protectionFeeCcys

Definition at line 120 of file riskparticipationagreement_tlock.hpp.

participationRate

Real participationRate

Definition at line 121 of file riskparticipationagreement_tlock.hpp.

protectionStart

Date protectionStart

Definition at line 122 of file riskparticipationagreement_tlock.hpp.

protectionEnd

Date protectionEnd

Definition at line 122 of file riskparticipationagreement_tlock.hpp.

settlesAccrual

bool settlesAccrual

Definition at line 123 of file riskparticipationagreement_tlock.hpp.

fixedRecoveryRate

Real fixedRecoveryRate

Definition at line 124 of file riskparticipationagreement_tlock.hpp.

maturity

Date maturity

Definition at line 127 of file riskparticipationagreement_tlock.hpp.