RiskParticipationAgreement::arguments Class Reference

Inheritance diagram for RiskParticipationAgreement::arguments:

Public Member Functions
void	validate () const override

Public Attributes
std::vector< Leg >	underlying
std::vector< bool >	underlyingPayer
std::vector< std::string >	underlyingCcys
std::vector< Leg >	protectionFee
bool	protectionFeePayer
std::vector< std::string >	protectionFeeCcys
Real	participationRate
Date	protectionStart
Date	protectionEnd
Date	underlyingMaturity
bool	settlesAccrual
Real	fixedRecoveryRate
boost::shared_ptr< Exercise >	exercise
bool	exerciseIsLong
bool	nakedOption
std::vector< boost::shared_ptr< Instrument > >	optionRepresentation
std::vector< Real >	optionMultiplier
std::vector< std::tuple< Date, Date, Date > >	optionRepresentationPeriods
Date	optionRepresentationReferenceDate