QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.5
Public Member Functions | Public Attributes | List of all members
NonstandardSwap::arguments Class Reference

Arguments for nonstandard swap calculation More...

#include <ql/experimental/models/nonstandardswap.hpp>

+ Inheritance diagram for NonstandardSwap::arguments:

Public Member Functions

void validate () const
 

Public Attributes

VanillaSwap::Type type
 
std::vector< RealfixedNominal
 
std::vector< RealfloatingNominal
 
std::vector< DatefixedResetDates
 
std::vector< DatefixedPayDates
 
std::vector< TimefloatingAccrualTimes
 
std::vector< DatefloatingResetDates
 
std::vector< DatefloatingFixingDates
 
std::vector< DatefloatingPayDates
 
std::vector< RealfixedCoupons
 
std::vector< RealfixedRate
 
std::vector< SpreadfloatingSpreads
 
std::vector< RealfloatingGearings
 
std::vector< RealfloatingCoupons
 
boost::shared_ptr< IborIndexiborIndex
 
std::vector< bool > fixedIsRedemptionFlow
 
std::vector< bool > floatingIsRedemptionFlow
 

Detailed Description

Arguments for nonstandard swap calculation