ForwardBond::arguments Class Reference

Inheritance diagram for ForwardBond::arguments:

Public Member Functions
void	validate () const override

Public Attributes
boost::shared_ptr< QuantLib::Bond >	underlying
boost::shared_ptr< Payoff >	payoff
Real	lockRate
boost::optional< bool >	longInForward
DayCounter	lockRateDayCounter
Date	fwdMaturityDate
Date	fwdSettlementDate
bool	isPhysicallySettled
bool	settlementDirty
Real	compensationPayment
Date	compensationPaymentDate
Real	bondNotional
Real	dv01