Reference manual - version qle_version
Public Member Functions | |
| void | validate () const override |
Public Attributes | |
| QuantLib::ext::shared_ptr< QuantLib::Bond > | underlying |
| Real | strikeAmount |
| Real | lockRate |
| DayCounter | lockRateDayCounter |
| Date | fwdMaturityDate |
| Date | fwdSettlementDate |
| bool | isPhysicallySettled |
| bool | knockOut |
| bool | settlementDirty |
| Real | compensationPayment |
| Date | compensationPaymentDate |
| bool | isLong |
| Real | bondNotional |
| Real | dv01 |
