SimpleSwap::arguments Class Reference#include <ql/Instruments/simpleswap.hpp>
Inheritance diagram for SimpleSwap::arguments:
[legend]List of all members.
Detailed Description
Arguments for simple swap calculation
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Public Member Functions |
void | validate () const |
Public Attributes |
bool | payFixed |
Real | nominal |
std::vector< Time > | fixedResetTimes |
std::vector< Time > | fixedPayTimes |
std::vector< Real > | fixedCoupons |
std::vector< Time > | floatingAccrualTimes |
std::vector< Time > | floatingResetTimes |
std::vector< Time > | floatingPayTimes |
std::vector< Spread > | floatingSpreads |
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