QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Arguments for asset swap calculation More...
#include <assetswap.hpp>
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 | |
std::vector< Date > | fixedResetDates |
std::vector< Date > | fixedPayDates |
std::vector< Real > | fixedCoupons |
std::vector< Time > | floatingAccrualTimes |
std::vector< Date > | floatingResetDates |
std::vector< Date > | floatingFixingDates |
std::vector< Date > | floatingPayDates |
std::vector< Spread > | floatingSpreads |
Public Attributes inherited from Swap::arguments | |
std::vector< Leg > | legs |
std::vector< Real > | payer |
Arguments for asset swap calculation
Definition at line 108 of file assetswap.hpp.
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default |
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overridevirtual |
Implements PricingEngine::arguments.
Definition at line 402 of file assetswap.cpp.
std::vector<Date> fixedResetDates |
Definition at line 111 of file assetswap.hpp.
std::vector<Date> fixedPayDates |
Definition at line 112 of file assetswap.hpp.
std::vector<Real> fixedCoupons |
Definition at line 113 of file assetswap.hpp.
std::vector<Time> floatingAccrualTimes |
Definition at line 114 of file assetswap.hpp.
std::vector<Date> floatingResetDates |
Definition at line 115 of file assetswap.hpp.
std::vector<Date> floatingFixingDates |
Definition at line 116 of file assetswap.hpp.
std::vector<Date> floatingPayDates |
Definition at line 117 of file assetswap.hpp.
std::vector<Spread> floatingSpreads |
Definition at line 118 of file assetswap.hpp.