QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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#include <ql/instruments/swap.hpp>
Public Member Functions | |
void | validate () const override |
Public Member Functions inherited from PricingEngine::arguments | |
virtual | ~arguments ()=default |
virtual void | validate () const =0 |
Public Attributes | |
std::vector< Leg > | legs |
std::vector< Real > | payer |
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overridevirtual |
Implements PricingEngine::arguments.
Reimplemented in YearOnYearInflationSwap::arguments.
Definition at line 171 of file swap.cpp.