Arguments for float float swap calculation More...
#include <ql/instruments/floatfloatswap.hpp>
 Inheritance diagram for FloatFloatSwap::arguments:
 Inheritance diagram for FloatFloatSwap::arguments:| Public Member Functions | |
| void | validate () const | 
| Public Attributes | |
| VanillaSwap::Type | type | 
| std::vector< Real > | nominal1 | 
| std::vector< Real > | nominal2 | 
| std::vector< Date > | leg1ResetDates | 
| std::vector< Date > | leg1FixingDates | 
| std::vector< Date > | leg1PayDates | 
| std::vector< Date > | leg2ResetDates | 
| std::vector< Date > | leg2FixingDates | 
| std::vector< Date > | leg2PayDates | 
| std::vector< Real > | leg1Spreads | 
| std::vector< Real > | leg2Spreads | 
| std::vector< Real > | leg1Gearings | 
| std::vector< Real > | leg2Gearings | 
| std::vector< Real > | leg1CappedRates | 
| std::vector< Real > | leg1FlooredRates | 
| std::vector< Real > | leg2CappedRates | 
| std::vector< Real > | leg2FlooredRates | 
| std::vector< Real > | leg1Coupons | 
| std::vector< Real > | leg2Coupons | 
| std::vector< Real > | leg1AccrualTimes | 
| std::vector< Real > | leg2AccrualTimes | 
| boost::shared_ptr< InterestRateIndex > | index1 | 
| boost::shared_ptr< InterestRateIndex > | index2 | 
| std::vector< bool > | leg1IsRedemptionFlow | 
| std::vector< bool > | leg2IsRedemptionFlow | 
Arguments for float float swap calculation