QuantLib_FloatFloatSwap_arguments man page

FloatFloatSwap::arguments — Arguments for float float swap calculation


#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


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 Sep 23 2016 Version 1.8.1 QuantLib