#include <qle/instruments/crossccyfixfloatswap.hpp>

Inheritance diagram for CrossCcyFixFloatSwap::arguments:

Collaboration diagram for CrossCcyFixFloatSwap::arguments:

Public Member Functions
void	validate () const override

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

Public Attributes
QuantLib::Rate	fixedRate

QuantLib::Spread	spread

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

Detailed Description

Definition at line 132 of file crossccyfixfloatswap.hpp.

Member Function Documentation

◆ validate()

void validate ( ) const

override

Definition at line 147 of file crossccyfixfloatswap.cpp.

                                                   {
    CrossCcySwap::arguments::validate();
    QL_REQUIRE(fixedRate != Null<Rate>(), "Fixed rate cannot be null");
    QL_REQUIRE(spread != Null<Spread>(), "Spread cannot be null");
}

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Member Data Documentation

◆ fixedRate

QuantLib::Rate fixedRate

Definition at line 134 of file crossccyfixfloatswap.hpp.

◆ spread

QuantLib::Spread spread

Definition at line 135 of file crossccyfixfloatswap.hpp.