QuantLib_NonstandardSwap_arguments man page

NonstandardSwap::arguments — Arguments for nonstandard swap calculation


#include <ql/instruments/nonstandardswap.hpp>

Inherits Swap::arguments.

Inherited by NonstandardSwaption::arguments.

Public Member Functions

void validate () const

Public Attributes

VanillaSwap::Type type

std::vector< Real > fixedNominal

std::vector< Real > floatingNominal

std::vector< Date > fixedResetDates

std::vector< Date > fixedPayDates

std::vector< Time > floatingAccrualTimes

std::vector< Date > floatingResetDates

std::vector< Date > floatingFixingDates

std::vector< Date > floatingPayDates

std::vector< Real > fixedCoupons

std::vector< Real > fixedRate

std::vector< Spread > floatingSpreads

std::vector< Real > floatingGearings

std::vector< Real > floatingCoupons

boost::shared_ptr< IborIndex > iborIndex

std::vector< bool > fixedIsRedemptionFlow

std::vector< bool > floatingIsRedemptionFlow

Detailed Description

Arguments for nonstandard swap calculation


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

fixedIsRedemptionFlow(3), floatingGearings(3) and floatingIsRedemptionFlow(3) are aliases of QuantLib_NonstandardSwap_arguments(3).

QuantLib Version 1.8.1 Fri Sep 23 2016