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fully annotated source code - version 1.34
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Public Member Functions | Public Attributes | List of all members
NonstandardSwaption::arguments Class Reference

Arguments for nonstandard swaption calculation More...

#include <nonstandardswaption.hpp>

+ Inheritance diagram for NonstandardSwaption::arguments:
+ Collaboration diagram for NonstandardSwaption::arguments:

Public Member Functions

 arguments ()=default
 
void validate () const override
 
- Public Member Functions inherited from NonstandardSwap::arguments
 arguments ()=default
 
void validate () const override
 
- 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
 
- Public Member Functions inherited from Option::arguments
 arguments ()=default
 
void validate () const override
 

Public Attributes

ext::shared_ptr< NonstandardSwapswap
 
Settlement::Type settlementType
 
Settlement::Method settlementMethod
 
- Public Attributes inherited from NonstandardSwap::arguments
Swap::Type type = Swap::Receiver
 
std::vector< RealfixedNominal
 
std::vector< RealfloatingNominal
 
std::vector< DatefixedResetDates
 
std::vector< DatefixedPayDates
 
std::vector< TimefloatingAccrualTimes
 
std::vector< DatefloatingResetDates
 
std::vector< DatefloatingFixingDates
 
std::vector< DatefloatingPayDates
 
std::vector< RealfixedCoupons
 
std::vector< RealfixedRate
 
std::vector< SpreadfloatingSpreads
 
std::vector< RealfloatingGearings
 
std::vector< RealfloatingCoupons
 
ext::shared_ptr< IborIndexiborIndex
 
std::vector< boolfixedIsRedemptionFlow
 
std::vector< boolfloatingIsRedemptionFlow
 
- Public Attributes inherited from Swap::arguments
std::vector< Leglegs
 
std::vector< Realpayer
 
- Public Attributes inherited from Option::arguments
ext::shared_ptr< Payoffpayoff
 
ext::shared_ptr< Exerciseexercise
 

Detailed Description

Arguments for nonstandard swaption calculation

Definition at line 82 of file nonstandardswaption.hpp.

Constructor & Destructor Documentation

◆ arguments()

arguments ( )
default

Member Function Documentation

◆ validate()

void validate ( ) const
overridevirtual

Reimplemented from NonstandardSwap::arguments.

Definition at line 76 of file nonstandardswaption.cpp.

+ Here is the call graph for this function:

Member Data Documentation

◆ swap

ext::shared_ptr<NonstandardSwap> swap

Definition at line 86 of file nonstandardswaption.hpp.

◆ settlementType

Settlement::Type settlementType

Definition at line 87 of file nonstandardswaption.hpp.

◆ settlementMethod

Settlement::Method settlementMethod

Definition at line 88 of file nonstandardswaption.hpp.