AssetSwap::arguments Class Reference

Arguments for asset swap calculation More...

#include <assetswap.hpp>

Inheritance diagram for AssetSwap::arguments:

Collaboration diagram for AssetSwap::arguments:

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

Public Attributes
std::vector< Date >	fixedResetDates
std::vector< Date >	fixedPayDates
std::vector< Real >	fixedCoupons
std::vector< Time >	floatingAccrualTimes
std::vector< Date >	floatingResetDates
std::vector< Date >	floatingFixingDates
std::vector< Date >	floatingPayDates
std::vector< Spread >	floatingSpreads
Public Attributes inherited from Swap::arguments
std::vector< Leg >	legs
std::vector< Real >	payer

Detailed Description

Arguments for asset swap calculation

Definition at line 121 of file assetswap.hpp.

Constructor & Destructor Documentation

arguments()

arguments ( )

default

Member Function Documentation

validate()

void validate ( ) const

overridevirtual

Implements PricingEngine::arguments.

Definition at line 334 of file assetswap.cpp.

Member Data Documentation

fixedResetDates

std::vector<Date> fixedResetDates

Definition at line 124 of file assetswap.hpp.

fixedPayDates

std::vector<Date> fixedPayDates

Definition at line 125 of file assetswap.hpp.

fixedCoupons

std::vector<Real> fixedCoupons

Definition at line 126 of file assetswap.hpp.

floatingAccrualTimes

std::vector<Time> floatingAccrualTimes

Definition at line 127 of file assetswap.hpp.

floatingResetDates

std::vector<Date> floatingResetDates

Definition at line 128 of file assetswap.hpp.

floatingFixingDates

std::vector<Date> floatingFixingDates

Definition at line 129 of file assetswap.hpp.

floatingPayDates

std::vector<Date> floatingPayDates

Definition at line 130 of file assetswap.hpp.

floatingSpreads

std::vector<Spread> floatingSpreads

Definition at line 131 of file assetswap.hpp.