Arguments for simple swap calculation More...
#include <ql/instruments/vanillaswap.hpp>
 Inheritance diagram for VanillaSwap::arguments:
 Inheritance diagram for VanillaSwap::arguments:| Public Member Functions | |
| void | validate () const | 
| Public Attributes | |
| Type | type | 
| Real | nominal | 
| 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< Spread > | floatingSpreads | 
| std::vector< Real > | floatingCoupons | 
Arguments for simple swap calculation