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< Date > | fixedResetDates |
| std::vector< Date > | fixedPayDates |
| std::vector< Real > | fixedCoupons |
| std::vector< Real > | fixedNominals |
| std::vector< Date > | floatingResetDates |
| std::vector< Date > | floatingFixingDates |
| std::vector< Date > | floatingPayDates |
| std::vector< Time > | floatingAccrualTimes |
| std::vector< Real > | floatingNominals |
| std::vector< Spread > | floatingSpreads |
| std::vector< Real > | floatingCoupons |
Arguments for irregular-swap calculation