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QuantLib_YearOnYearInflationSwap_arguments
Langue: en
Version: 373474 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::YearOnYearInflationSwap::arguments -Arguments for YoY swap calculation
SYNOPSIS
#include <ql/instruments/yearonyearinflationswap.hpp>
Inherits QuantLib::Swap::arguments.
Public Member Functions
void validate () const
Public Attributes
Type type
Real nominal
std::vector< Date > fixedResetDates
std::vector< Date > fixedPayDates
std::vector< Time > yoyAccrualTimes
std::vector< Date > yoyResetDates
std::vector< Date > yoyFixingDates
std::vector< Date > yoyPayDates
std::vector< Real > fixedCoupons
std::vector< Spread > yoySpreads
std::vector< Real > yoyCoupons
Detailed Description
Arguments for YoY swap calculation
Author
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