VanillaSwap::arguments Class Reference
#include <ql/instruments/vanillaswap.hpp>
List of all members.
Detailed Description
Arguments for simple swap calculation
|
Public Member Functions |
|
void | validate () const |
Public Attributes |
|
Type | type |
|
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 > | floatingFixingTimes |
|
std::vector< Time > | floatingPayTimes |
|
std::vector< Spread > | floatingSpreads |
|
Real | currentFloatingCoupon |