A free/open-source library for quantitative finance
Reference manual - version 1.20
|
|
A free/open-source library for quantitative finance
Reference manual - version 1.20
|
Arguments for asset swap calculation More...
#include <ql/instruments/assetswap.hpp>
Inherits Swap::arguments.
Public Member Functions | |
| void | validate () const |
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 |
Arguments for asset swap calculation