|
|
std::vector< Leg > | underlying |
|
std::vector< bool > | underlyingPayer |
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std::vector< std::string > | underlyingCcys |
|
std::vector< Leg > | protectionFee |
|
bool | protectionFeePayer |
|
std::vector< std::string > | protectionFeeCcys |
|
Real | participationRate |
|
Date | protectionStart |
|
Date | protectionEnd |
|
Date | underlyingMaturity |
|
bool | settlesAccrual |
|
Real | fixedRecoveryRate |
|
QuantLib::ext::shared_ptr< Exercise > | exercise |
|
bool | exerciseIsLong |
|
std::vector< QuantLib::ext::shared_ptr< CashFlow > > | premium |
|
bool | nakedOption |
|
std::vector< QuantLib::ext::shared_ptr< Instrument > > | optionRepresentation |
|
std::vector< Real > | optionMultiplier |
|
std::vector< std::tuple< Date, Date, Date > > | optionRepresentationPeriods |
|
Date | optionRepresentationReferenceDate |
