QuantLib_IrregularSwap_arguments man page

IrregularSwap::arguments — Arguments for irregular-swap calculation


#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


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

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

Fri Sep 23 2016 Version 1.8.1 QuantLib