QuantLib_VanillaSwap_arguments

Langue: en

Autres versions - même langue

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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