QuantLib_IrregularSwap_arguments man page

IrregularSwap::arguments — Arguments for irregular-swap calculation  

Synopsis

#include <ql/experimental/swaptions/irregularswap.hpp>

Inherits Swap::arguments.

Inherited by IrregularSwaption::arguments.

Public Member Functions

void validate () const

Public Attributes

Type type
std::vector< Date > fixedResetDates
std::vector< Date > fixedPayDates
std::vector< Real > fixedCoupons
std::vector< Real > fixedNominals
std::vector< Date > floatingResetDates
std::vector< Date > floatingFixingDates
std::vector< Date > floatingPayDates
std::vector< Time > floatingAccrualTimes
std::vector< Real > floatingNominals
std::vector< Spread > floatingSpreads
std::vector< Real > floatingCoupons

Detailed Description

Arguments for irregular-swap calculation

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man pages fixedNominals(3), floatingCoupons(3) and floatingNominals(3) are aliases of QuantLib_IrregularSwap_arguments(3).

Wed Aug 2 2017 Version 1.10 QuantLib