TRSWrapper::arguments Class Reference

Inheritance diagram for TRSWrapper::arguments:

Public Member Functions
void	validate () const override

Public Attributes
std::vector< boost::shared_ptr< ore::data::Trade > >	underlying_
std::vector< boost::shared_ptr< QuantLib::Index > >	underlyingIndex_
std::vector< QuantLib::Real >	underlyingMultiplier_
bool	includeUnderlyingCashflowsInReturn_
QuantLib::Real	initialPrice_
QuantLib::Currency	initialPriceCurrency_
std::vector< QuantLib::Currency >	assetCurrency_
QuantLib::Currency	returnCurrency_
std::vector< QuantLib::Date >	valuationSchedule_
std::vector< QuantLib::Date >	paymentSchedule_
std::vector< QuantLib::Leg >	fundingLegs_
std::vector< TRS::FundingData::NotionalType >	fundingNotionalTypes_
QuantLib::Currency	fundingCurrency_
QuantLib::Size	fundingResetGracePeriod_
bool	useFixedFundingLegNotional_
bool	paysAsset_
bool	paysFunding_
QuantLib::Leg	additionalCashflowLeg_
bool	additionalCashflowLegPayer_
QuantLib::Currency	additionalCashflowCurrency_
std::vector< boost::shared_ptr< QuantExt::FxIndex > >	fxIndexAsset_
boost::shared_ptr< QuantExt::FxIndex >	fxIndexReturn_
boost::shared_ptr< QuantExt::FxIndex >	fxIndexAdditionalCashflows_
std::map< std::string, boost::shared_ptr< QuantExt::FxIndex > >	addFxIndices_