PerpetualFutures::arguments Class Reference

Arguments for perpetual futures calculation More...

#include <ql/instruments/perpetualfutures.hpp>

Public Member Functions
void	validate () const override

Public Attributes
PerpetualFutures::PayoffType	payoffType
PerpetualFutures::FundingType	fundingType
Period	fundingFrequency
Calendar	cal
DayCounter	dc

Detailed Description

Arguments for perpetual futures calculation