QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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Public Attributes | List of all members
MarketModelComposite::SubProduct Struct Reference

#include <ql/models/marketmodels/products/compositeproduct.hpp>

+ Collaboration diagram for MarketModelComposite::SubProduct:

Public Attributes

Clone< MarketModelMultiProductproduct
 
Real multiplier
 
std::vector< SizenumberOfCashflows
 
std::vector< std::vector< CashFlow > > cashflows
 
std::vector< SizetimeIndices
 
bool done
 

Detailed Description

Definition at line 60 of file compositeproduct.hpp.

Member Data Documentation

◆ product

Definition at line 61 of file compositeproduct.hpp.

◆ multiplier

Real multiplier

Definition at line 62 of file compositeproduct.hpp.

◆ numberOfCashflows

std::vector<Size> numberOfCashflows

Definition at line 63 of file compositeproduct.hpp.

◆ cashflows

std::vector<std::vector<CashFlow> > cashflows

Definition at line 64 of file compositeproduct.hpp.

◆ timeIndices

std::vector<Size> timeIndices

Definition at line 65 of file compositeproduct.hpp.

◆ done

bool done

Definition at line 66 of file compositeproduct.hpp.