TContingentLeg Struct Reference

Contingent leg (a.k.a. protection leg). More...

#include <cx.h>

Data Fields

TDate startDate
 Start date of protection. You are protected from the end of this date.
TDate endDate
 End date of protection.
double notional
TProtPayConv payType
 Defines how protection payments are handled in case of default.
TBoolean protectStart
 if TRUE, startDate -= 1

Detailed Description

Contingent leg (a.k.a. protection leg).

Defines notional amount and protection start and end dates.

The documentation for this struct was generated from the following file:

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