settlementDate (3) Linux Manual Page
QuantLib::AssetSwap::arguments – Arguments for asset swap calculation
Synopsis
void validate () const
Public AttributesInherits QuantLib::Swap::arguments.
Public Member Functions
void validate () const
Public AttributesReal nominal
Date settlementDate
std::vector< Date > fixedResetDates
std::vector< Date > fixedPayDates
std::vector< Real > fixedCoupons
std::vector< Time > floatingAccrualTimes
std::vector< Date > floatingResetDates
std::vector< Date > floatingFixingDates
std::vector< Date > floatingPayDates
std::vector< Spread > floatingSpreads
Rate currentFloatingCoupon
Detailed Description
Arguments for asset swap calculation
Author
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