SimpleSwap::arguments Class Reference#include <ql/Instruments/simpleswap.hpp>
Inheritance diagram for SimpleSwap::arguments: 
[legend]List of all members.
Detailed Description
Arguments for simple swap calculation
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Public Member Functions |
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void | validate () const |
Public Attributes |
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bool | payFixed |
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double | nominal |
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std::vector< Time > | fixedResetTimes |
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std::vector< Time > | fixedPayTimes |
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std::vector< double > | fixedCoupons |
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std::vector< Time > | floatingAccrualTimes |
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std::vector< Time > | floatingResetTimes |
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std::vector< Time > | floatingPayTimes |
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std::vector< Spread > | floatingSpreads |
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