Arguments for nonstandard swap calculation More...
#include <ql/instruments/nonstandardswap.hpp>
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