SimpleSwap::arguments Class Reference

#include <ql/Instruments/simpleswap.hpp>

Inheritance diagram for SimpleSwap::arguments:

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Detailed Description

Arguments for simple swap calculation


Public Member Functions

void validate () const

Public Attributes

bool payFixed
Real nominal
std::vector< TimefixedResetTimes
std::vector< TimefixedPayTimes
std::vector< RealfixedCoupons
std::vector< TimefloatingAccrualTimes
std::vector< TimefloatingResetTimes
std::vector< TimefloatingPayTimes
std::vector< SpreadfloatingSpreads


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