QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | Public Attributes | List of all members
NthToDefault::arguments Class Reference

#include <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< Basketbasket
 
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.

+ Here is the call graph for this function:

Member Data Documentation

◆ basket

ext::shared_ptr<Basket> basket

Definition at line 143 of file nthtodefault.hpp.

◆ 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.