AssetSwap::arguments Class Reference
#include <ql/instruments/assetswap.hpp>
Inherits Swap::arguments.
Detailed Description
Arguments for asset swap calculationPublic Member Functions | |
void | validate () const |
Public Attributes | |
Real | 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 |