QuantLib_AssetSwap_arguments

Langue: en

Autres versions - même langue

Version: 380533 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::AssetSwap::arguments -

Arguments for asset swap calculation

SYNOPSIS


#include <ql/instruments/assetswap.hpp>

Inherits QuantLib::Swap::arguments.

Public Member Functions


void validate () const

Public Attributes


std::vector< Date > fixedResetDates

std::vector< Date > fixedPayDates

std::vector< Real > fixedCoupons

std::vector< Time > floatingAccrualTimes

std::vector< Date > floatingResetDates

std::vector< Date > floatingFixingDates

std::vector< Date > floatingPayDates

std::vector< Spread > floatingSpreads

Detailed Description

Arguments for asset swap calculation

Author

Generated automatically by Doxygen for QuantLib from the source code.