CrossCcySwap::arguments Class Reference

#include <qle/instruments/crossccyswap.hpp>

Inheritance diagram for CrossCcySwap::arguments:

Collaboration diagram for CrossCcySwap::arguments:

Public Member Functions
void	validate () const override

Public Attributes
std::vector< Currency >	currencies

Detailed Description

Definition at line 101 of file crossccyswap.hpp.

Member Function Documentation

validate()

void validate ( ) const

override

Definition at line 94 of file crossccyswap.cpp.

                                           {
    Swap::arguments::validate();
    QL_REQUIRE(legs.size() == currencies.size(), "Number of legs is not equal to number of currencies");
}

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Member Data Documentation

currencies

std::vector<Currency> currencies

Definition at line 103 of file crossccyswap.hpp.