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

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

Mon Apr 30 2018 Version 1.12.1 QuantLib