AssetSwap::arguments Class Reference

Arguments for asset swap calculation More...

#include <ql/instruments/assetswap.hpp>

Inherits QuantLib::Swap::arguments.

List of all members.

Public Member Functions

void validate () const

Public Attributes

Real nominal
Date settlementDate
std::vector< DatefixedResetDates
std::vector< DatefixedPayDates
std::vector< Real > fixedCoupons
std::vector< TimefloatingAccrualTimes
std::vector< DatefloatingResetDates
std::vector< DatefloatingFixingDates
std::vector< DatefloatingPayDates
std::vector< SpreadfloatingSpreads
Rate currentFloatingCoupon


Detailed Description

Arguments for asset swap calculation