QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <zerocouponinflationswap.hpp>
Public Attributes | |
Rate | fixedRate |
Public Attributes inherited from Swap::arguments | |
std::vector< Leg > | legs |
std::vector< Real > | payer |
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 |
Definition at line 145 of file zerocouponinflationswap.hpp.
Rate fixedRate |
Definition at line 147 of file zerocouponinflationswap.hpp.