| RiskParticipationAgreementBaseEngine (const std::string &baseCcy, const std::map< std::string, Handle< YieldTermStructure >> &discountCurves, const std::map< std::string, Handle< Quote >> &fxSpots, const Handle< DefaultProbabilityTermStructure > &defaultCurve, const Handle< Quote > &recoveryRate, const Size maxGapDays=Null< Size >(), const Size maxDiscretizsationPoints=Null< Size >()) |