Arguments for swap calculation More...
#include <cpiswap.hpp>
Inheritance diagram for CPISwap::arguments:
Collaboration diagram for CPISwap::arguments:
Public Member Functions | |
| arguments () | |
| 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 |
| Real | nominal |
| Public Attributes inherited from Swap::arguments | |
| std::vector< Leg > | legs |
| std::vector< Real > | payer |
Detailed Description
Arguments for swap calculation
Definition at line 167 of file cpiswap.hpp.
Constructor & Destructor Documentation
◆ arguments()
| arguments | ( | ) |
Definition at line 169 of file cpiswap.hpp.
Member Function Documentation
◆ validate()
|
overridevirtual |
Implements PricingEngine::arguments.
Definition at line 208 of file cpiswap.cpp.
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Member Data Documentation
◆ type
Definition at line 170 of file cpiswap.hpp.
◆ nominal
| Real nominal |
Definition at line 171 of file cpiswap.hpp.