NotionalRisk Class Reference

#include <riskynotional.hpp>

Inheritance diagram for NotionalRisk:

Collaboration diagram for NotionalRisk:

Public Member Functions
	NotionalRisk (ext::shared_ptr< EventPaymentOffset > paymentOffset)
virtual	~NotionalRisk ()=default
virtual void	updatePath (const std::vector< std::pair< Date, Real > > &events, NotionalPath &path) const =0

Protected Attributes
ext::shared_ptr< EventPaymentOffset >	paymentOffset_

Detailed Description

Definition at line 63 of file riskynotional.hpp.

Constructor & Destructor Documentation

NotionalRisk()

NotionalRisk ( ext::shared_ptr< EventPaymentOffset >  paymentOffset )

explicit

Definition at line 65 of file riskynotional.hpp.

~NotionalRisk()

virtual ~NotionalRisk ( )

virtualdefault

Member Function Documentation

updatePath()

virtual void updatePath ( const std::vector< std::pair< Date, Real > > &  events, NotionalPath &  path  ) const

pure virtual

Implemented in DigitalNotionalRisk, and ProportionalNotionalRisk.

Member Data Documentation

paymentOffset_

ext::shared_ptr<EventPaymentOffset> paymentOffset_

protected

Definition at line 73 of file riskynotional.hpp.