#include <ql/experimental/catbonds/catbond.hpp>
Inheritance diagram for CatBond::arguments:
Collaboration diagram for CatBond::arguments:
Public Member Functions | |
| void | validate () const override |
| Public Member Functions inherited from Bond::arguments | |
| void | validate () const override |
| Public Member Functions inherited from PricingEngine::arguments | |
| virtual | ~arguments ()=default |
| virtual void | validate () const =0 |
Public Attributes | |
| Date | startDate |
| ext::shared_ptr< NotionalRisk > | notionalRisk |
| Public Attributes inherited from Bond::arguments | |
| Date | settlementDate |
| Leg | cashflows |
| Calendar | calendar |
Detailed Description
Definition at line 66 of file catbond.hpp.
Member Function Documentation
◆ validate()
|
overridevirtual |
Implements PricingEngine::arguments.
Definition at line 33 of file catbond.cpp.
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Member Data Documentation
◆ startDate
| Date startDate |
Definition at line 68 of file catbond.hpp.
◆ notionalRisk
| ext::shared_ptr<NotionalRisk> notionalRisk |
Definition at line 69 of file catbond.hpp.