Reference manual - version qle_version
QuantExt
CreditLinkedSwap
arguments
Public Member Functions
|
Public Attributes
|
List of all members
CreditLinkedSwap::arguments Struct Reference
Inheritance diagram for CreditLinkedSwap::arguments:
[
legend
]
Public Member Functions
void
validate
() const override
Public Attributes
std::vector< Leg >
legs
std::vector< bool >
legPayers
std::vector< LegType >
legTypes
Date
maturityDate
Currency
currency
bool
settlesAccrual
Real
fixedRecoveryRate
QuantExt::CreditDefaultSwap::ProtectionPaymentTime
defaultPaymentTime
Generated by
Doxygen
1.9.1