QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | Public Attributes | List of all members
IrregularSwaption::arguments Class Reference

Arguments for irregular-swaption calculation More...

#include <irregularswaption.hpp>

+ Inheritance diagram for IrregularSwaption::arguments:
+ Collaboration diagram for IrregularSwaption::arguments:

Public Member Functions

 arguments ()=default
 
void validate () const override
 
- Public Member Functions inherited from IrregularSwap::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< IrregularSwapswap
 
IrregularSettlement::Type settlementType = IrregularSettlement::Physical
 
- Public Attributes inherited from IrregularSwap::arguments
Type type = Receiver
 
std::vector< DatefixedResetDates
 
std::vector< DatefixedPayDates
 
std::vector< RealfixedCoupons
 
std::vector< RealfixedNominals
 
std::vector< DatefloatingResetDates
 
std::vector< DatefloatingFixingDates
 
std::vector< DatefloatingPayDates
 
std::vector< TimefloatingAccrualTimes
 
std::vector< RealfloatingNominals
 
std::vector< SpreadfloatingSpreads
 
std::vector< RealfloatingCoupons
 
- 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 irregular-swaption calculation

Definition at line 83 of file irregularswaption.hpp.

Constructor & Destructor Documentation

◆ arguments()

arguments ( )
default

Member Function Documentation

◆ validate()

void validate ( ) const
overridevirtual

Reimplemented from IrregularSwap::arguments.

Definition at line 124 of file irregularswaption.cpp.

+ Here is the call graph for this function:

Member Data Documentation

◆ swap

ext::shared_ptr<IrregularSwap> swap

Definition at line 87 of file irregularswaption.hpp.

◆ settlementType

Definition at line 88 of file irregularswaption.hpp.