BalanceGuaranteedSwap::arguments Class Reference

Arguments for Balance Guaranteed Swap More...

#include <qle/instruments/balanceguaranteedswap.hpp>

Inheritance diagram for BalanceGuaranteedSwap::arguments:

Collaboration diagram for BalanceGuaranteedSwap::arguments:

Public Member Functions
	arguments ()
void	validate () const override

Public Attributes
VanillaSwap::Type	type
std::vector< std::vector< Real > >	trancheNominals
std::vector< Date >	trancheNominalDates
QuantLib::Frequency	trancheNominalFrequency
Size	referencedTranche
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< Real >	floatingGearings
std::vector< Real >	floatingSpreads
std::vector< Real >	cappedRate
std::vector< Real >	flooredRate
std::vector< Real >	floatingCoupons
QuantLib::ext::shared_ptr< IborIndex >	iborIndex
Leg	fixedLeg
Leg	floatingLeg

Detailed Description

Arguments for Balance Guaranteed Swap

Definition at line 113 of file balanceguaranteedswap.hpp.

Constructor & Destructor Documentation

arguments()

arguments

(

)

Definition at line 115 of file balanceguaranteedswap.hpp.

: type(VanillaSwap::Receiver) {}

Member Function Documentation

validate()

void validate ( ) const

override

Definition at line 229 of file balanceguaranteedswap.cpp.

                                                    {
    Swap::arguments::validate();
    // TODO
}

Member Data Documentation

type

VanillaSwap::Type type

Definition at line 116 of file balanceguaranteedswap.hpp.

trancheNominals

std::vector<std::vector<Real> > trancheNominals

Definition at line 117 of file balanceguaranteedswap.hpp.

trancheNominalDates

std::vector<Date> trancheNominalDates

Definition at line 118 of file balanceguaranteedswap.hpp.

trancheNominalFrequency

QuantLib::Frequency trancheNominalFrequency

Definition at line 119 of file balanceguaranteedswap.hpp.

referencedTranche

Size referencedTranche

Definition at line 120 of file balanceguaranteedswap.hpp.

fixedResetDates

std::vector<Date> fixedResetDates

Definition at line 122 of file balanceguaranteedswap.hpp.

fixedPayDates

std::vector<Date> fixedPayDates

Definition at line 123 of file balanceguaranteedswap.hpp.

floatingAccrualTimes

std::vector<Time> floatingAccrualTimes

Definition at line 124 of file balanceguaranteedswap.hpp.

floatingResetDates

std::vector<Date> floatingResetDates

Definition at line 125 of file balanceguaranteedswap.hpp.

floatingFixingDates

std::vector<Date> floatingFixingDates

Definition at line 126 of file balanceguaranteedswap.hpp.

floatingPayDates

std::vector<Date> floatingPayDates

Definition at line 127 of file balanceguaranteedswap.hpp.

fixedCoupons

std::vector<Real> fixedCoupons

Definition at line 129 of file balanceguaranteedswap.hpp.

fixedRate

std::vector<Real> fixedRate

Definition at line 130 of file balanceguaranteedswap.hpp.

floatingGearings

std::vector<Real> floatingGearings

Definition at line 131 of file balanceguaranteedswap.hpp.

floatingSpreads

std::vector<Real> floatingSpreads

Definition at line 132 of file balanceguaranteedswap.hpp.

cappedRate

std::vector<Real> cappedRate

Definition at line 133 of file balanceguaranteedswap.hpp.

flooredRate

std::vector<Real> flooredRate

Definition at line 134 of file balanceguaranteedswap.hpp.

floatingCoupons

std::vector<Real> floatingCoupons

Definition at line 135 of file balanceguaranteedswap.hpp.

iborIndex

QuantLib::ext::shared_ptr<IborIndex> iborIndex

Definition at line 137 of file balanceguaranteedswap.hpp.

fixedLeg

Leg fixedLeg

Definition at line 139 of file balanceguaranteedswap.hpp.

floatingLeg

Leg floatingLeg

Definition at line 139 of file balanceguaranteedswap.hpp.