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| RiskParticipationAgreementTLock (const boost::shared_ptr< QuantLib::Bond > &bond, Real bondNotional, bool payer, Real referenceRate, const DayCounter &dayCounter, const Date &terminationDate, const Date &paymentDate, const std::vector< Leg > &protectionFee, const bool protectionFeePayer, const std::vector< std::string > &protectionFeeCcys, const Real participationRate, const Date &protectionStart, const Date &protectionEnd, const bool settlesAccrual, const Real fixedRecoveryRate=Null< Real >()) |
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bool | isExpired () const override |
| Instrument interface.
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const boost::shared_ptr< QuantLib::Bond > & | bond () const |
| Inspectors.
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bool | payer () |
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Real | referenceRate () const |
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const DayCounter & | dayCounter () const |
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const Date & | terminationDate () const |
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const Date & | paymentDate () const |
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const std::vector< Leg > & | protectionFee () const |
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bool | protectionFeePayer () const |
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const std::vector< std::string > & | protectionFeeCcys () const |
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Real | participationRate () const |
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const Date & | protectionStart () const |
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const Date & | protectionEnd () const |
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bool | settlesAccrual () const |
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Real | fixedRecoveryRate () const |
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const Date & | maturity () const |
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