DiscountingCreditLinkedSwapEngine Class Reference

Inheritance diagram for DiscountingCreditLinkedSwapEngine:

Public Member Functions
	DiscountingCreditLinkedSwapEngine (const Handle< YieldTermStructure > &irCurve, const Handle< DefaultProbabilityTermStructure > &creditCurve, const Handle< Quote > &marketRecovery, const Size timeStepsPerYear, const bool generateAdditionalResults)
void	calculate () const override