QuantLib_AssetSwap_arguments man page

AssetSwap::arguments — Arguments for asset swap calculation


#include <ql/instruments/assetswap.hpp>

Inherits 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


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

fixedCoupons(3), fixedPayDates(3), fixedResetDates(3), floatingAccrualTimes(3), floatingFixingDates(3), floatingPayDates(3), floatingResetDates(3) and floatingSpreads(3) are aliases of QuantLib_AssetSwap_arguments(3).

QuantLib Version 1.8.1 Fri Sep 23 2016