SyntheticCDO::arguments Class Reference

#include <syntheticcdo.hpp>

Inheritance diagram for SyntheticCDO::arguments:

Collaboration diagram for SyntheticCDO::arguments:

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	normalizedLeg
Rate	upfrontRate
Rate	runningRate
Real	leverageFactor
DayCounter	dayCounter
BusinessDayConvention	paymentConvention

Detailed Description

Definition at line 190 of file syntheticcdo.hpp.

Constructor & Destructor Documentation

arguments()

arguments

(

)

Definition at line 192 of file syntheticcdo.hpp.

Member Function Documentation

validate()

void validate ( ) const

overridevirtual

Implements PricingEngine::arguments.

Definition at line 180 of file syntheticcdo.cpp.

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Member Data Documentation

basket

ext::shared_ptr<Basket> basket

Definition at line 197 of file syntheticcdo.hpp.

side

Protection::Side side

Definition at line 198 of file syntheticcdo.hpp.

normalizedLeg

Leg normalizedLeg

Definition at line 199 of file syntheticcdo.hpp.

upfrontRate

Rate upfrontRate

Definition at line 201 of file syntheticcdo.hpp.

runningRate

Rate runningRate

Definition at line 202 of file syntheticcdo.hpp.

leverageFactor

Real leverageFactor

Definition at line 203 of file syntheticcdo.hpp.

dayCounter

DayCounter dayCounter

Definition at line 204 of file syntheticcdo.hpp.

paymentConvention

BusinessDayConvention paymentConvention

Definition at line 205 of file syntheticcdo.hpp.