QuantLib_VanillaSwap_arguments man page

VanillaSwap::arguments — Arguments for simple swap calculation  

Synopsis

#include <ql/instruments/vanillaswap.hpp>

Inherits Swap::arguments.

Inherited by Swaption::arguments.

Public Member Functions

void validate () const

Public Attributes

Type type
Real nominal
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< Spread > floatingSpreads
std::vector< Real > floatingCoupons

Detailed Description

Arguments for simple swap calculation

Author

Generated automatically by Doxygen for QuantLib from the source code.

Info

Fri Feb 10 2017 Version 1.9.1 QuantLib