QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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AssetSwap::arguments Class Reference

Arguments for asset swap calculation More...

#include <ql/instruments/assetswap.hpp>

Public Member Functions

void validate () const override

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