NonstandardSwap::arguments Class Reference

Arguments for nonstandard swap calculation More...

#include <ql/instruments/nonstandardswap.hpp>

Inheritance diagram for NonstandardSwap::arguments:

Public Member Functions
void	validate () const override

Public Attributes
Swap::Type	type = Swap::Receiver
std::vector< Real >	fixedNominal
std::vector< Real >	floatingNominal
std::vector< Date >	fixedResetDates
std::vector< Date >	fixedPayDates
std::vector< Time >	floatingAccrualTimes
std::vector< Date >	floatingResetDates
std::vector< Date >	floatingFixingDates
std::vector< Date >	floatingPayDates
std::vector< Real >	fixedCoupons
std::vector< Real >	fixedRate
std::vector< Spread >	floatingSpreads
std::vector< Real >	floatingGearings
std::vector< Real >	floatingCoupons
ext::shared_ptr< IborIndex >	iborIndex
std::vector< bool >	fixedIsRedemptionFlow
std::vector< bool >	floatingIsRedemptionFlow

Detailed Description

Arguments for nonstandard swap calculation