Arguments for CDS-option calculation More...
#include <ql/experimental/credit/cdsoption.hpp>
Public Member Functions | |
void | validate () const |
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void | validate () const |
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virtual void | validate () const =0 |
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void | validate () const |
Public Attributes | |
boost::shared_ptr < CreditDefaultSwap > | swap |
bool | knocksOut |
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Protection::Side | side |
Real | notional |
boost::optional< Rate > | upfront |
Rate | spread |
Leg | leg |
boost::shared_ptr< CashFlow > | upfrontPayment |
bool | settlesAccrual |
bool | paysAtDefaultTime |
boost::shared_ptr< Claim > | claim |
Date | protectionStart |
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boost::shared_ptr< Payoff > | payoff |
boost::shared_ptr< Exercise > | exercise |
Arguments for CDS-option calculation