IrregularSwaption::arguments Class Reference

Arguments for irregular-swaption calculation More...

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

Inheritance diagram for IrregularSwaption::arguments:

Public Member Functions
void	validate () const override
Public Member Functions inherited from IrregularSwap::arguments
void	validate () const override
Public Member Functions inherited from Option::arguments
void	validate () const override

Public Attributes
ext::shared_ptr< IrregularSwap >	swap
IrregularSettlement::Type	settlementType = IrregularSettlement::Physical
Public Attributes inherited from IrregularSwap::arguments
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
Public Attributes inherited from Option::arguments
ext::shared_ptr< Payoff >	payoff
ext::shared_ptr< Exercise >	exercise

Detailed Description

Arguments for irregular-swaption calculation