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QuantLib_VanillaSwap_arguments
Langue: en
Version: 376302 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::VanillaSwap::arguments -Arguments for simple swap calculation
SYNOPSIS
#include <ql/instruments/vanillaswap.hpp>
Inherits QuantLib::Swap::arguments.
Inherited by Swaption::arguments.
Public Member Functions
void validate () const
Public Attributes
Type type
Real nominal
std::vector< Date > fixedResetDates
std::vector< Date > fixedPayDates
std::vector< Time > floatingAccrualTimes
std::vector< Date > floatingResetDates
std::vector< Date > floatingFixingDates
std::vector< Date > floatingPayDates
std::vector< Real > fixedCoupons
std::vector< Spread > floatingSpreads
std::vector< Real > floatingCoupons
Detailed Description
Arguments for simple swap calculation
Author
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