IrregularSwap::arguments Class Reference

Arguments for irregular-swap calculation More...

#include <irregularswap.hpp>

Inheritance diagram for IrregularSwap::arguments:

Collaboration diagram for IrregularSwap::arguments:

Public Member Functions
	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 Attributes
Type	type = Receiver
std::vector< Date >	fixedResetDates
std::vector< Date >	fixedPayDates
std::vector< Real >	fixedCoupons
std::vector< Real >	fixedNominals
std::vector< Date >	floatingResetDates
std::vector< Date >	floatingFixingDates
std::vector< Date >	floatingPayDates
std::vector< Time >	floatingAccrualTimes
std::vector< Real >	floatingNominals
std::vector< Spread >	floatingSpreads
std::vector< Real >	floatingCoupons
Public Attributes inherited from Swap::arguments
std::vector< Leg >	legs
std::vector< Real >	payer

Detailed Description

Arguments for irregular-swap calculation

Definition at line 83 of file irregularswap.hpp.

Constructor & Destructor Documentation

arguments()

arguments ( )

default

Member Function Documentation

validate()

void validate ( ) const

overridevirtual

Implements PricingEngine::arguments.

Reimplemented in IrregularSwaption::arguments.

Definition at line 198 of file irregularswap.cpp.

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Member Data Documentation

type

Type type = Receiver

Definition at line 86 of file irregularswap.hpp.

fixedResetDates

std::vector<Date> fixedResetDates

Definition at line 89 of file irregularswap.hpp.

fixedPayDates

std::vector<Date> fixedPayDates

Definition at line 90 of file irregularswap.hpp.

fixedCoupons

std::vector<Real> fixedCoupons

Definition at line 91 of file irregularswap.hpp.

fixedNominals

std::vector<Real> fixedNominals

Definition at line 92 of file irregularswap.hpp.

floatingResetDates

std::vector<Date> floatingResetDates

Definition at line 94 of file irregularswap.hpp.

floatingFixingDates

std::vector<Date> floatingFixingDates

Definition at line 95 of file irregularswap.hpp.

floatingPayDates

std::vector<Date> floatingPayDates

Definition at line 96 of file irregularswap.hpp.

floatingAccrualTimes

std::vector<Time> floatingAccrualTimes

Definition at line 97 of file irregularswap.hpp.

floatingNominals

std::vector<Real> floatingNominals

Definition at line 98 of file irregularswap.hpp.

floatingSpreads

std::vector<Spread> floatingSpreads

Definition at line 99 of file irregularswap.hpp.

floatingCoupons

std::vector<Real> floatingCoupons

Definition at line 100 of file irregularswap.hpp.