QuantLib_YearOnYearInflationSwap_arguments man page

YearOnYearInflationSwap::arguments — Arguments for YoY swap calculation


#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


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

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

QuantLib Version 1.8.1 Fri Sep 23 2016