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 |
