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QuantLib::Real | amount = QuantLib::Null<QuantLib::Real>() |
| |
|
QuantLib::Date | payDate |
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|
std::string | currency |
| |
|
QuantLib::Size | legNumber = 0 |
| |
|
std::string | type = "Unspecified" |
| |
|
QuantLib::Real | rate = QuantLib::Null<QuantLib::Real>() |
| |
|
QuantLib::Real | accrualPeriod = QuantLib::Null<QuantLib::Real>() |
| |
|
QuantLib::Date | accrualStartDate |
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|
QuantLib::Date | accrualEndDate |
| |
|
QuantLib::Real | accruedAmount = QuantLib::Null<QuantLib::Real>() |
| |
|
QuantLib::Date | fixingDate |
| |
|
QuantLib::Real | fixingValue = QuantLib::Null<QuantLib::Real>() |
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|
QuantLib::Real | notional = QuantLib::Null<QuantLib::Real>() |
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|
QuantLib::Real | discountFactor = QuantLib::Null<QuantLib::Real>() |
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|
QuantLib::Real | presentValue = QuantLib::Null<QuantLib::Real>() |
| |
|
QuantLib::Real | presentValueBase = QuantLib::Null<QuantLib::Real>() |
| |
|
QuantLib::Real | fxRateLocalBase = QuantLib::Null<QuantLib::Real>() |
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|
QuantLib::Real | floorStrike = QuantLib::Null<QuantLib::Real>() |
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|
QuantLib::Real | capStrike = QuantLib::Null<QuantLib::Real>() |
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|
QuantLib::Real | floorVolatility = QuantLib::Null<QuantLib::Real>() |
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|
QuantLib::Real | capVolatility = QuantLib::Null<QuantLib::Real>() |
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|
QuantLib::Real | effectiveFloorVolatility = QuantLib::Null<QuantLib::Real>() |
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QuantLib::Real | effectiveCapVolatility = QuantLib::Null<QuantLib::Real>() |
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