Reference manual - version qle_version
Public Member Functions | |
| void | validate () const override |
Public Attributes | |
| QuantLib::ext::shared_ptr< QuantLib::Bond > | bond |
| Real | bondNotional |
| bool | payer |
| Real | referenceRate |
| DayCounter | dayCounter |
| Date | terminationDate |
| Date | paymentDate |
| std::vector< Leg > | protectionFee |
| bool | protectionFeePayer |
| std::vector< std::string > | protectionFeeCcys |
| Real | participationRate |
| Date | protectionStart |
| Date | protectionEnd |
| bool | settlesAccrual |
| Real | fixedRecoveryRate |
| Date | maturity |
