QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Public Member Functions | Public Attributes | List of all members
IrregularSwap::arguments Class Reference

Arguments for irregular-swap calculation More...

#include <ql/experimental/swaptions/irregularswap.hpp>

+ Inheritance diagram for IrregularSwap::arguments:

Public Member Functions

void validate () const
 

Public Attributes

Type type
 
std::vector< DatefixedResetDates
 
std::vector< DatefixedPayDates
 
std::vector< RealfixedCoupons
 
std::vector< RealfixedNominals
 
std::vector< DatefloatingResetDates
 
std::vector< DatefloatingFixingDates
 
std::vector< DatefloatingPayDates
 
std::vector< TimefloatingAccrualTimes
 
std::vector< RealfloatingNominals
 
std::vector< SpreadfloatingSpreads
 
std::vector< RealfloatingCoupons
 

Detailed Description

Arguments for irregular-swap calculation