QuantLib_YearOnYearInflationSwap_arguments man page

YearOnYearInflationSwap::arguments — Arguments for YoY swap calculation  

Synopsis

#include <ql/instruments/yearonyearinflationswap.hpp>

Inherits Swap::arguments.

Public Member Functions

void validate () const

Public Attributes

Type type
Real nominal
std::vector< Date > fixedResetDates
std::vector< Date > fixedPayDates
std::vector< Time > yoyAccrualTimes
std::vector< Date > yoyResetDates
std::vector< Date > yoyFixingDates
std::vector< Date > yoyPayDates
std::vector< Real > fixedCoupons
std::vector< Spread > yoySpreads
std::vector< Real > yoyCoupons

Detailed Description

Arguments for YoY swap calculation

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man pages yoyAccrualTimes(3), yoyCoupons(3), yoyFixingDates(3), yoyPayDates(3), yoyResetDates(3) and yoySpreads(3) are aliases of QuantLib_YearOnYearInflationSwap_arguments(3).

Wed Aug 2 2017 Version 1.10 QuantLib