YearOnYearInflationSwap::arguments Class Reference

Arguments for YoY swap calculation More...

#include <ql/instruments/yearonyearinflationswap.hpp>

Inheritance diagram for YearOnYearInflationSwap::arguments:

Collaboration diagram for YearOnYearInflationSwap::arguments:

Public Member Functions
	arguments ()
void	validate () const override
void	validate () const override
Public Member Functions inherited from PricingEngine::arguments
virtual	~arguments ()=default
virtual void	validate () const =0

Public Attributes
Type	type = Receiver
Real	nominal
std::vector< Date >	fixedResetDates
std::vector< Date >	fixedPayDates
std::vector< Time >	yoyAccrualTimes
std::vector< Date >	yoyResetDates
std::vector< Date >	yoyFixingDates
std::vector< Date >	yoyPayDates
std::vector< Real >	fixedCoupons
std::vector< Spread >	yoySpreads
std::vector< Real >	yoyCoupons
Public Attributes inherited from Swap::arguments
std::vector< Leg >	legs
std::vector< Real >	payer

Detailed Description

Arguments for YoY swap calculation

Definition at line 117 of file yearonyearinflationswap.hpp.

Constructor & Destructor Documentation

arguments()

arguments

(

)

Definition at line 119 of file yearonyearinflationswap.hpp.

Member Function Documentation

validate()

void validate ( ) const

overridevirtual

Reimplemented from Swap::arguments.

Definition at line 198 of file yearonyearinflationswap.cpp.

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Member Data Documentation

type

Type type = Receiver

Definition at line 120 of file yearonyearinflationswap.hpp.

nominal

Real nominal

Definition at line 121 of file yearonyearinflationswap.hpp.

fixedResetDates

std::vector<Date> fixedResetDates

Definition at line 123 of file yearonyearinflationswap.hpp.

fixedPayDates

std::vector<Date> fixedPayDates

Definition at line 124 of file yearonyearinflationswap.hpp.

yoyAccrualTimes

std::vector<Time> yoyAccrualTimes

Definition at line 125 of file yearonyearinflationswap.hpp.

yoyResetDates

std::vector<Date> yoyResetDates

Definition at line 126 of file yearonyearinflationswap.hpp.

yoyFixingDates

std::vector<Date> yoyFixingDates

Definition at line 127 of file yearonyearinflationswap.hpp.

yoyPayDates

std::vector<Date> yoyPayDates

Definition at line 128 of file yearonyearinflationswap.hpp.

fixedCoupons

std::vector<Real> fixedCoupons

Definition at line 130 of file yearonyearinflationswap.hpp.

yoySpreads

std::vector<Spread> yoySpreads

Definition at line 131 of file yearonyearinflationswap.hpp.

yoyCoupons

std::vector<Real> yoyCoupons

Definition at line 132 of file yearonyearinflationswap.hpp.