Arguments for nonstandard swap calculation More...
#include <ql/instruments/nonstandardswap.hpp>
 Inheritance diagram for NonstandardSwap::arguments:
 Inheritance diagram for NonstandardSwap::arguments:| Public Member Functions | |
| void | validate () const | 
| Public Attributes | |
| VanillaSwap::Type | type | 
| std::vector< Real > | fixedNominal | 
| std::vector< Real > | floatingNominal | 
| 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< Real > | fixedRate | 
| std::vector< Spread > | floatingSpreads | 
| std::vector< Real > | floatingGearings | 
| std::vector< Real > | floatingCoupons | 
| boost::shared_ptr< IborIndex > | iborIndex | 
| std::vector< bool > | fixedIsRedemptionFlow | 
| std::vector< bool > | floatingIsRedemptionFlow | 
Arguments for nonstandard swap calculation