QuantLib_FloatFloatSwap_arguments man page

FloatFloatSwap::arguments — Arguments for float float swap calculation

Synopsis

#include <ql/instruments/floatfloatswap.hpp>

Inherits Swap::arguments.

Inherited by FloatFloatSwaption::arguments.

Public Member Functions

void validate () const

Public Attributes

VanillaSwap::Type type
std::vector< Real > nominal1
std::vector< Real > nominal2
std::vector< Date > leg1ResetDates
std::vector< Date > leg1FixingDates
std::vector< Date > leg1PayDates
std::vector< Date > leg2ResetDates
std::vector< Date > leg2FixingDates
std::vector< Date > leg2PayDates
std::vector< Real > leg1Spreads
std::vector< Real > leg2Spreads
std::vector< Real > leg1Gearings
std::vector< Real > leg2Gearings
std::vector< Real > leg1CappedRates
std::vector< Real > leg1FlooredRates
std::vector< Real > leg2CappedRates
std::vector< Real > leg2FlooredRates
std::vector< Real > leg1Coupons
std::vector< Real > leg2Coupons
std::vector< Real > leg1AccrualTimes
std::vector< Real > leg2AccrualTimes
boost::shared_ptr< InterestRateIndex > index1
boost::shared_ptr< InterestRateIndex > index2
std::vector< bool > leg1IsRedemptionFlow
std::vector< bool > leg2IsRedemptionFlow

Detailed Description

Arguments for float float swap calculation

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

leg1AccrualTimes(3), leg1CappedRates(3), leg1Coupons(3), leg1FixingDates(3), leg1FlooredRates(3), leg1Gearings(3), leg1IsRedemptionFlow(3), leg1PayDates(3), leg1ResetDates(3), leg1Spreads(3), leg2AccrualTimes(3), leg2CappedRates(3), leg2Coupons(3), leg2FixingDates(3), leg2FlooredRates(3), leg2Gearings(3), leg2IsRedemptionFlow(3), leg2PayDates(3), leg2ResetDates(3) and leg2Spreads(3) are aliases of QuantLib_FloatFloatSwap_arguments(3).

Fri Feb 10 2017 Version 1.9.1 QuantLib