QuantLib_AssetSwap_arguments (3) - Linux Manuals

QuantLib_AssetSwap_arguments: Arguments for asset swap calculation

NAME

QuantLib::AssetSwap::arguments - Arguments for asset swap calculation

SYNOPSIS

#include <ql/instruments/assetswap.hpp>

Inherits QuantLib::Swap::arguments.

Public Member Functions

void validate () const

Public Attributes

Real nominal

Date settlementDate

std::vector< Date > fixedResetDates

std::vector< Date > fixedPayDates

std::vector< Real > fixedCoupons

std::vector< Time > floatingAccrualTimes

std::vector< Date > floatingResetDates

std::vector< Date > floatingFixingDates

std::vector< Date > floatingPayDates

std::vector< Spread > floatingSpreads

Rate currentFloatingCoupon

Detailed Description

Arguments for asset swap calculation

Author

Generated automatically by Doxygen for QuantLib from the source code.