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QuantLib_AssetSwap_arguments
Langue: en
Version: 165787 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::AssetSwap::arguments - Arguments for asset swap calculationSYNOPSIS
#include <ql/instruments/assetswap.hpp>
Inherits QuantLib::Swap::arguments.
Public Member Functions
void validate () const
Public Attributes
Real nominal
Date settlementDate
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
Rate currentFloatingCoupon
Detailed Description
Arguments for asset swap calculation
Author
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