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CreditLinkedComponents

helixrs::market::pricers

Struct CreditLinkedComponents 

struct CreditLinkedComponents<R> {
    independent: R,
    contingent: R,
    contingent_accrual: R,
    default_payments: R,
    recovery_payments: R,
}
Expand description

A credit-linked swap’s components from one pass, in the trade currency.

Fields§

§independent: R§contingent: R§contingent_accrual: R§default_payments: R§recovery_payments: R

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