QuantLib_AssetSwap_arguments man page

AssetSwap::arguments — Arguments for asset swap calculation  

Synopsis

#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

Author

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).

Fri Feb 10 2017 Version 1.9.1 QuantLib