YearOnYearInflationSwap::arguments Class Reference

Arguments for YoY swap calculation More...

#include <ql/instruments/yearonyearinflationswap.hpp>

Inherits QuantLib::Swap::arguments.

List of all members.

Public Member Functions

void validate () const

Public Attributes

Type type
Real nominal
std::vector< DatefixedResetDates
std::vector< DatefixedPayDates
std::vector< TimeyoyAccrualTimes
std::vector< DateyoyResetDates
std::vector< DateyoyFixingDates
std::vector< DateyoyPayDates
std::vector< Real > fixedCoupons
std::vector< Spread > yoySpreads
std::vector< Real > yoyCoupons


Detailed Description

Arguments for YoY swap calculation