CreditLinkedSwap::arguments Struct Reference

Inheritance diagram for CreditLinkedSwap::arguments:

Public Member Functions
void	validate () const override

Public Attributes
std::vector< Leg >	legs
std::vector< bool >	legPayers
std::vector< LegType >	legTypes
Date	maturityDate
Currency	currency
bool	settlesAccrual
Real	fixedRecoveryRate
QuantExt::CreditDefaultSwap::ProtectionPaymentTime	defaultPaymentTime