#include <qle/instruments/crossccybasisswap.hpp>

Inheritance diagram for CrossCcyBasisSwap::arguments:

Collaboration diagram for CrossCcyBasisSwap::arguments:

Public Member Functions
void	validate () const override

Public Member Functions inherited from CrossCcySwap::arguments
void	validate () const override

Public Attributes
Spread	paySpread

Spread	recSpread

Public Attributes inherited from CrossCcySwap::arguments
std::vector< Currency >	currencies

Detailed Description

Definition at line 141 of file crossccybasisswap.hpp.

Member Function Documentation

◆ validate()

void validate ( ) const

override

Definition at line 202 of file crossccybasisswap.cpp.

                                                {
    CrossCcySwap::arguments::validate();
    QL_REQUIRE(paySpread != Null<Spread>(), "Pay spread cannot be null");
    QL_REQUIRE(recSpread != Null<Spread>(), "Rec spread cannot be null");
}

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Member Data Documentation

◆ paySpread

Spread paySpread

Definition at line 143 of file crossccybasisswap.hpp.

◆ recSpread

Spread recSpread

Definition at line 144 of file crossccybasisswap.hpp.