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| RiskParticipationAgreement (const std::vector< Leg > &underlying, const std::vector< bool > &underlyingPayer, const std::vector< std::string > &underlyingCcys, const std::vector< Leg > &protectionFee, const bool protectionFeePayer, const std::vector< std::string > &protectionFeeCcys, const Real participationRate, const Date &protectionStart, const Date &protectionEnd, const bool settlesAccrual, const Real fixedRecoveryRate=Null< Real >(), const QuantLib::ext::shared_ptr< QuantLib::Exercise > &exercise=nullptr, const bool exerciseIsLong=false, const std::vector< QuantLib::ext::shared_ptr< CashFlow > > &premium=std::vector< QuantLib::ext::shared_ptr< CashFlow > >(), const bool nakedOption=false) |
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bool | isExpired () const override |
| | Instrument interface.
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const std::vector< Leg > & | underlying () const |
| | Inspectors.
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const std::vector< bool > & | underlyingPayer () const |
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const std::vector< std::string > & | underlyingCcys () const |
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const std::vector< Leg > & | protectionFee () const |
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bool | protectionFeePayer () const |
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const std::vector< std::string > & | protectionFeeCcys () const |
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Real | participationRate () const |
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const Date & | protectionStart () const |
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const Date & | protectionEnd () const |
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bool | settlesAccrual () const |
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Real | fixedRecoveryRate () const |
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const QuantLib::ext::shared_ptr< Exercise > & | exercise () const |
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const bool | nakedOption () const |
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const Date & | maturity () const |
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const Date & | underlyingMaturity () const |
