QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.8
Public Member Functions | Public Attributes | List of all members
AssetSwap::arguments Class Reference

Arguments for asset swap calculation More...

#include <ql/instruments/assetswap.hpp>

Inherits Swap::arguments.

Public Member Functions

void validate () const
 

Public Attributes

std::vector< DatefixedResetDates
 
std::vector< DatefixedPayDates
 
std::vector< RealfixedCoupons
 
std::vector< TimefloatingAccrualTimes
 
std::vector< DatefloatingResetDates
 
std::vector< DatefloatingFixingDates
 
std::vector< DatefloatingPayDates
 
std::vector< SpreadfloatingSpreads
 

Detailed Description

Arguments for asset swap calculation