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 Sep 23 2016 Version 1.8.1 QuantLib