CreditLinkedSwap Class Reference

Inheritance diagram for CreditLinkedSwap:

Classes
struct	arguments

Public Types
enum class	LegType { IndependentPayments , ContingentPayments , DefaultPayments , RecoveryPayments }
using	results = QuantLib::Instrument::results
using	engine = QuantLib::GenericEngine< arguments, results >

Public Member Functions
	CreditLinkedSwap (const std::vector< Leg > &legs, const std::vector< bool > &legPayers, const std::vector< LegType > &legTypes, const bool settlesAccrual, const Real fixedRecoveryRate, const QuantExt::CreditDefaultSwap::ProtectionPaymentTime &defaultPaymentTime, const Currency &currency)
bool	isExpired () const override
void	setupArguments (QuantLib::PricingEngine::arguments *) const override
Date	maturity () const