FloatFloatSwap::arguments Class Reference

Arguments for float float swap calculation More...

#include <ql/instruments/floatfloatswap.hpp>

Inheritance diagram for FloatFloatSwap::arguments:

Public Member Functions
void	validate () const override

Public Attributes
Swap::Type	type = Swap::Receiver
std::vector< Real >	nominal1
std::vector< Real >	nominal2
std::vector< Date >	leg1ResetDates
std::vector< Date >	leg1FixingDates
std::vector< Date >	leg1PayDates
std::vector< Date >	leg2ResetDates
std::vector< Date >	leg2FixingDates
std::vector< Date >	leg2PayDates
std::vector< Real >	leg1Spreads
std::vector< Real >	leg2Spreads
std::vector< Real >	leg1Gearings
std::vector< Real >	leg2Gearings
std::vector< Real >	leg1CappedRates
std::vector< Real >	leg1FlooredRates
std::vector< Real >	leg2CappedRates
std::vector< Real >	leg2FlooredRates
std::vector< Real >	leg1Coupons
std::vector< Real >	leg2Coupons
std::vector< Real >	leg1AccrualTimes
std::vector< Real >	leg2AccrualTimes
ext::shared_ptr< InterestRateIndex >	index1
ext::shared_ptr< InterestRateIndex >	index2
std::vector< bool >	leg1IsRedemptionFlow
std::vector< bool >	leg2IsRedemptionFlow

Detailed Description

Arguments for float float swap calculation