Swap::arguments Class Reference

#include <swap.hpp>

Inheritance diagram for Swap::arguments:

Collaboration diagram for Swap::arguments:

Public Member Functions
void	validate () const override
Public Member Functions inherited from PricingEngine::arguments
virtual	~arguments ()=default
virtual void	validate () const =0

Public Attributes
std::vector< Leg >	legs
std::vector< Real >	payer

Detailed Description

Definition at line 142 of file swap.hpp.

Member Function Documentation

validate()

void validate ( ) const

overridevirtual

Implements PricingEngine::arguments.

Reimplemented in Swaption::arguments, and YearOnYearInflationSwap::arguments.

Definition at line 171 of file swap.cpp.

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Member Data Documentation

legs

std::vector<Leg> legs

Definition at line 144 of file swap.hpp.

payer

std::vector<Real> payer

Definition at line 145 of file swap.hpp.