IrregularSwap::arguments Class Reference

Arguments for irregular-swap calculation More...

#include <ql/experimental/swaptions/irregularswap.hpp>

Inheritance diagram for IrregularSwap::arguments:

Public Member Functions
void	validate () const override

Public Attributes
Type	type = Receiver
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

Detailed Description

Arguments for irregular-swap calculation