#include <qle/instruments/currencyswap.hpp>

Inheritance diagram for CurrencySwap::arguments:

Collaboration diagram for CurrencySwap::arguments:

Public Member Functions
void	validate () const override

Public Attributes
std::vector< Leg >	legs

std::vector< Real >	payer

std::vector< Currency >	currency

bool	isPhysicallySettled

bool	isResettable

Detailed Description

Definition at line 144 of file currencyswap.hpp.

Member Function Documentation

◆ validate()

void validate ( ) const

override

Definition at line 167 of file currencyswap.cpp.

                                           {
    QL_REQUIRE(legs.size() == payer.size(), "number of legs and multipliers differ");
    QL_REQUIRE(currency.size() == legs.size(), "number of legs and currencies differ");
}

Member Data Documentation

◆ legs

std::vector<Leg> legs

Definition at line 146 of file currencyswap.hpp.

◆ payer

std::vector<Real> payer

Definition at line 147 of file currencyswap.hpp.

◆ currency

std::vector<Currency> currency

Definition at line 148 of file currencyswap.hpp.

◆ isPhysicallySettled

bool isPhysicallySettled

Definition at line 149 of file currencyswap.hpp.

◆ isResettable

bool isResettable

Definition at line 150 of file currencyswap.hpp.

Public Member Functions

Public Attributes