QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <catbond.hpp>
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 |
Definition at line 66 of file catbond.hpp.
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overridevirtual |
Implements PricingEngine::arguments.
Definition at line 33 of file catbond.cpp.
Date startDate |
Definition at line 68 of file catbond.hpp.
ext::shared_ptr<NotionalRisk> notionalRisk |
Definition at line 69 of file catbond.hpp.