Public Types | |
enum class | ExerciseType { OnThisDate , FromThisDateOn } |
enum class | PriceType { Clean , Dirty } |
Public Attributes | |
Date | exerciseDate |
ExerciseType | exerciseType |
Real | price |
PriceType | priceType |
bool | includeAccrual |
bool | isSoft |
Real | softTriggerRatio |