VanillaSwap::arguments Class Reference
#include <ql/instruments/vanillaswap.hpp>
Inheritance diagram for VanillaSwap::arguments:

Detailed Description
Arguments for simple swap calculationPublic Member Functions | |
void | validate () const |
Public Attributes | |
Type | type |
Real | nominal |
std::vector< Date > | fixedResetDates |
std::vector< Date > | fixedPayDates |
std::vector< Time > | floatingAccrualTimes |
std::vector< Date > | floatingResetDates |
std::vector< Date > | floatingFixingDates |
std::vector< Date > | floatingPayDates |
std::vector< Real > | fixedCoupons |
std::vector< Spread > | floatingSpreads |
std::vector< Real > | floatingCoupons |