QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <nthtodefault.hpp>
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 |
Definition at line 136 of file nthtodefault.hpp.
arguments | ( | ) |
Definition at line 138 of file nthtodefault.hpp.
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overridevirtual |
Implements PricingEngine::arguments.
Definition at line 149 of file nthtodefault.cpp.
ext::shared_ptr<Basket> basket |
Definition at line 143 of file nthtodefault.hpp.
Protection::Side side |
Definition at line 144 of file nthtodefault.hpp.
Leg premiumLeg |
Definition at line 145 of file nthtodefault.hpp.
Size ntdOrder |
Definition at line 147 of file nthtodefault.hpp.
bool settlePremiumAccrual |
Definition at line 148 of file nthtodefault.hpp.
Real notional |
Definition at line 149 of file nthtodefault.hpp.
Real premiumRate |
Definition at line 150 of file nthtodefault.hpp.
Rate upfrontRate |
Definition at line 151 of file nthtodefault.hpp.