QuantLib_NonstandardSwap_arguments man page

NonstandardSwap::arguments — Arguments for nonstandard swap calculation  

Synopsis

#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

Author

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).

Fri Feb 10 2017 Version 1.9.1 QuantLib