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

Detailed Description
Arguments for simple swap calculation
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 > | floatingFixingTimes |
std::vector< Time > | floatingPayTimes |
std::vector< Spread > | floatingSpreads |
Real | currentFloatingCoupon |