CreditLinkedSwap::arguments Struct Reference

#include <qle/instruments/creditlinkedswap.hpp>

Inheritance diagram for CreditLinkedSwap::arguments:

Collaboration diagram for CreditLinkedSwap::arguments:

Public Member Functions
void	validate () const override

Public Attributes
std::vector< Leg >	legs
std::vector< bool >	legPayers
std::vector< LegType >	legTypes
Date	maturityDate
Currency	currency
bool	settlesAccrual
Real	fixedRecoveryRate
QuantExt::CreditDefaultSwap::ProtectionPaymentTime	defaultPaymentTime

Detailed Description

Definition at line 43 of file creditlinkedswap.hpp.

Member Function Documentation

validate()

void validate ( ) const

override

Definition at line 44 of file creditlinkedswap.hpp.

{}

Member Data Documentation

legs

std::vector<Leg> legs

Definition at line 45 of file creditlinkedswap.hpp.

legPayers

std::vector<bool> legPayers

Definition at line 46 of file creditlinkedswap.hpp.

legTypes

std::vector<LegType> legTypes

Definition at line 47 of file creditlinkedswap.hpp.

maturityDate

Date maturityDate

Definition at line 48 of file creditlinkedswap.hpp.

currency

Currency currency

Definition at line 49 of file creditlinkedswap.hpp.

settlesAccrual

bool settlesAccrual

Definition at line 50 of file creditlinkedswap.hpp.

fixedRecoveryRate

Real fixedRecoveryRate

Definition at line 51 of file creditlinkedswap.hpp.

defaultPaymentTime

QuantExt::CreditDefaultSwap::ProtectionPaymentTime defaultPaymentTime

Definition at line 52 of file creditlinkedswap.hpp.