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


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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).

Mon Apr 30 2018 Version 1.12.1 QuantLib