|
|
QuantLib::Real | amount = QuantLib::Null<QuantLib::Real>() |
|
QuantLib::Date | payDate |
|
std::string | currency |
|
QuantLib::Size | legNumber = 0 |
|
std::string | type = "Unspecified" |
|
QuantLib::Real | rate = QuantLib::Null<QuantLib::Real>() |
|
QuantLib::Real | accrualPeriod = QuantLib::Null<QuantLib::Real>() |
|
QuantLib::Date | accrualStartDate |
|
QuantLib::Date | accrualEndDate |
|
QuantLib::Real | accruedAmount = QuantLib::Null<QuantLib::Real>() |
|
QuantLib::Date | fixingDate |
|
QuantLib::Real | fixingValue = QuantLib::Null<QuantLib::Real>() |
|
QuantLib::Real | notional = QuantLib::Null<QuantLib::Real>() |
|
QuantLib::Real | discountFactor = QuantLib::Null<QuantLib::Real>() |
|
QuantLib::Real | presentValue = QuantLib::Null<QuantLib::Real>() |
|
QuantLib::Real | presentValueBase = QuantLib::Null<QuantLib::Real>() |
|
QuantLib::Real | fxRateLocalBase = QuantLib::Null<QuantLib::Real>() |
|
QuantLib::Real | floorStrike = QuantLib::Null<QuantLib::Real>() |
|
QuantLib::Real | capStrike = QuantLib::Null<QuantLib::Real>() |
|
QuantLib::Real | floorVolatility = QuantLib::Null<QuantLib::Real>() |
|
QuantLib::Real | capVolatility = QuantLib::Null<QuantLib::Real>() |
|
QuantLib::Real | effectiveFloorVolatility = QuantLib::Null<QuantLib::Real>() |
|
QuantLib::Real | effectiveCapVolatility = QuantLib::Null<QuantLib::Real>() |
