Reference manual - version qle_version
Public Types | |
| enum class | ExerciseType { OnThisDate , FromThisDateOn } |
| enum class | PriceType { Clean , Dirty } |
Public Attributes | |
| Date | exerciseDate |
| ExerciseType | exerciseType |
| Real | price |
| PriceType | priceType |
| bool | includeAccrual |
| bool | isSoft |
| Real | softTriggerRatio |
| Real | softTriggerN |
| Real | softTriggerM |