Arguments for nonstandard swap calculation More...
#include <ql/instruments/nonstandardswap.hpp>
Inheritance diagram for NonstandardSwap::arguments:Public Member Functions | |
| void | validate () const |
Public Attributes | |
| VanillaSwap::Type | type |
| std::vector< Real > | fixedNominal |
| std::vector< Real > | floatingNominal |
| std::vector< Date > | fixedResetDates |
| std::vector< Date > | fixedPayDates |
| std::vector< Time > | floatingAccrualTimes |
| std::vector< Date > | floatingResetDates |
| std::vector< Date > | floatingFixingDates |
| std::vector< Date > | floatingPayDates |
| std::vector< Real > | fixedCoupons |
| std::vector< Real > | fixedRate |
| std::vector< Spread > | floatingSpreads |
| std::vector< Real > | floatingGearings |
| std::vector< Real > | floatingCoupons |
| boost::shared_ptr< IborIndex > | iborIndex |
| std::vector< bool > | fixedIsRedemptionFlow |
| std::vector< bool > | floatingIsRedemptionFlow |
Arguments for nonstandard swap calculation