floatingCoupons (3) - Linux Manuals

floatingCoupons: Arguments for simple swap calculation

NAME

QuantLib::VanillaSwap::arguments - Arguments for simple swap calculation

SYNOPSIS

#include <ql/instruments/vanillaswap.hpp>

Inherits QuantLib::Swap::arguments.

Inherited by arguments.

Public 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

Detailed Description

Arguments for simple swap calculation

Author

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