Reference manual - version qle_version
This is the complete list of members for RiskParticipationAgreement, including all inherited members.
| exercise() const (defined in RiskParticipationAgreement) | RiskParticipationAgreement | |
| fixedRecoveryRate() const (defined in RiskParticipationAgreement) | RiskParticipationAgreement | |
| isExpired() const override | RiskParticipationAgreement | |
| maturity() const (defined in RiskParticipationAgreement) | RiskParticipationAgreement | |
| nakedOption() const (defined in RiskParticipationAgreement) | RiskParticipationAgreement | |
| participationRate() const (defined in RiskParticipationAgreement) | RiskParticipationAgreement | |
| protectionEnd() const (defined in RiskParticipationAgreement) | RiskParticipationAgreement | |
| protectionFee() const (defined in RiskParticipationAgreement) | RiskParticipationAgreement | |
| protectionFeeCcys() const (defined in RiskParticipationAgreement) | RiskParticipationAgreement | |
| protectionFeePayer() const (defined in RiskParticipationAgreement) | RiskParticipationAgreement | |
| protectionStart() const (defined in RiskParticipationAgreement) | RiskParticipationAgreement | |
| RiskParticipationAgreement(const std::vector< Leg > &underlying, const std::vector< bool > &underlyingPayer, const std::vector< std::string > &underlyingCcys, 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 >(), const QuantLib::ext::shared_ptr< QuantLib::Exercise > &exercise=nullptr, const bool exerciseIsLong=false, const std::vector< QuantLib::ext::shared_ptr< CashFlow >> &premium=std::vector< QuantLib::ext::shared_ptr< CashFlow >>(), const bool nakedOption=false) (defined in RiskParticipationAgreement) | RiskParticipationAgreement | |
| settlesAccrual() const (defined in RiskParticipationAgreement) | RiskParticipationAgreement | |
| underlying() const | RiskParticipationAgreement | |
| underlyingCcys() const (defined in RiskParticipationAgreement) | RiskParticipationAgreement | |
| underlyingMaturity() const (defined in RiskParticipationAgreement) | RiskParticipationAgreement | |
| underlyingPayer() const (defined in RiskParticipationAgreement) | RiskParticipationAgreement |