NthToDefault::arguments Class Reference

#include <ql/experimental/credit/nthtodefault.hpp>

Inheritance diagram for NthToDefault::arguments:

Collaboration diagram for NthToDefault::arguments:

Public Member Functions
	arguments ()
void	validate () const override
Public Member Functions inherited from PricingEngine::arguments
virtual	~arguments ()=default
virtual void	validate () const =0

Public Attributes
ext::shared_ptr< Basket >	basket
Protection::Side	side
Leg	premiumLeg
Size	ntdOrder
bool	settlePremiumAccrual
Real	notional
Real	premiumRate
Rate	upfrontRate

Detailed Description

Definition at line 136 of file nthtodefault.hpp.

Constructor & Destructor Documentation

arguments()

arguments

(

)

Definition at line 138 of file nthtodefault.hpp.

Member Function Documentation

validate()

void validate ( ) const

overridevirtual

Implements PricingEngine::arguments.

Definition at line 149 of file nthtodefault.cpp.

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Member Data Documentation

basket

ext::shared_ptr<Basket> basket

Definition at line 143 of file nthtodefault.hpp.

side

Protection::Side side

Definition at line 144 of file nthtodefault.hpp.

premiumLeg

Leg premiumLeg

Definition at line 145 of file nthtodefault.hpp.

ntdOrder

Size ntdOrder

Definition at line 147 of file nthtodefault.hpp.

settlePremiumAccrual

bool settlePremiumAccrual

Definition at line 148 of file nthtodefault.hpp.

notional

Real notional

Definition at line 149 of file nthtodefault.hpp.

premiumRate

Real premiumRate

Definition at line 150 of file nthtodefault.hpp.

upfrontRate

Rate upfrontRate

Definition at line 151 of file nthtodefault.hpp.