QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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Public Attributes | List of all members
ZeroCouponInflationSwap::arguments Class Reference

#include <ql/instruments/zerocouponinflationswap.hpp>

+ Inheritance diagram for ZeroCouponInflationSwap::arguments:
+ Collaboration diagram for ZeroCouponInflationSwap::arguments:

Public Attributes

Rate fixedRate
 
- Public Attributes inherited from Swap::arguments
std::vector< Leglegs
 
std::vector< Realpayer
 

Additional Inherited Members

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

Detailed Description

Definition at line 145 of file zerocouponinflationswap.hpp.

Member Data Documentation

◆ fixedRate

Rate fixedRate

Definition at line 147 of file zerocouponinflationswap.hpp.