RiskParticipationAgreement Class Reference

Inheritance diagram for RiskParticipationAgreement:

Classes
class	arguments
class	engine
class	results

Public Member Functions
	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)
bool	isExpired () const override
	Instrument interface.
const std::vector< Leg > &	underlying () const
	Inspectors.
const std::vector< bool > &	underlyingPayer () const
const std::vector< std::string > &	underlyingCcys () const
const std::vector< Leg > &	protectionFee () const
bool	protectionFeePayer () const
const std::vector< std::string > &	protectionFeeCcys () const
Real	participationRate () const
const Date &	protectionStart () const
const Date &	protectionEnd () const
bool	settlesAccrual () const
Real	fixedRecoveryRate () const
const QuantLib::ext::shared_ptr< Exercise > &	exercise () const
const bool	nakedOption () const
const Date &	maturity () const
const Date &	underlyingMaturity () const