RiskParticipationAgreementTLock::arguments Class Reference

Inheritance diagram for RiskParticipationAgreementTLock::arguments:

Public Member Functions
void	validate () const override

Public Attributes
boost::shared_ptr< QuantLib::Bond >	bond
Real	bondNotional
bool	payer
Real	referenceRate
DayCounter	dayCounter
Date	terminationDate
Date	paymentDate
std::vector< Leg >	protectionFee
bool	protectionFeePayer
std::vector< std::string >	protectionFeeCcys
Real	participationRate
Date	protectionStart
Date	protectionEnd
bool	settlesAccrual
Real	fixedRecoveryRate
Date	maturity