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