Arguments for YoY swap calculation More...
#include <ql/instruments/yearonyearinflationswap.hpp>
Inherits Swap::arguments.
| Public Member Functions | |
| void | validate () const | 
| Public Attributes | |
| Type | type | 
| Real | nominal | 
| std::vector< Date > | fixedResetDates | 
| std::vector< Date > | fixedPayDates | 
| std::vector< Time > | yoyAccrualTimes | 
| std::vector< Date > | yoyResetDates | 
| std::vector< Date > | yoyFixingDates | 
| std::vector< Date > | yoyPayDates | 
| std::vector< Real > | fixedCoupons | 
| std::vector< Spread > | yoySpreads | 
| std::vector< Real > | yoyCoupons | 
Arguments for YoY swap calculation