SyntheticCDO::arguments Class Reference

Inheritance diagram for SyntheticCDO::arguments:

Public Member Functions
void	validate () const override

Public Attributes
boost::shared_ptr< QuantExt::Basket >	basket
Protection::Side	side
Leg	normalizedLeg
Rate	upfrontRate
Rate	runningRate
Real	leverageFactor
DayCounter	dayCounter
BusinessDayConvention	paymentConvention
boost::shared_ptr< CashFlow >	upfrontPayment
boost::shared_ptr< CashFlow >	accrualRebate
boost::shared_ptr< CashFlow >	accrualRebateCurrent
bool	settlesAccrual
QuantLib::CreditDefaultSwap::ProtectionPaymentTime	protectionPaymentTime
Date	protectionStart
Date	maturity
Real	recoveryRate