A free/open-source library for quantitative finance
Reference manual - version 1.20
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A free/open-source library for quantitative finance
Reference manual - version 1.20
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Arguments for nonstandard swaption calculation More...
#include <ql/instruments/nonstandardswaption.hpp>
Inheritance diagram for NonstandardSwaption::arguments:Public Member Functions | |
| void | validate () const |
| Public Member Functions inherited from NonstandardSwap::arguments | |
| void | validate () const |
| Public Member Functions inherited from Option::arguments | |
| void | validate () const |
Public Attributes | |
| ext::shared_ptr< NonstandardSwap > | swap |
| Settlement::Type | settlementType |
| Settlement::Method | settlementMethod |
| Public Attributes inherited from NonstandardSwap::arguments | |
| VanillaSwap::Type | type |
| std::vector< Real > | fixedNominal |
| std::vector< Real > | floatingNominal |
| std::vector< Date > | fixedResetDates |
| std::vector< Date > | fixedPayDates |
| std::vector< Time > | floatingAccrualTimes |
| std::vector< Date > | floatingResetDates |
| std::vector< Date > | floatingFixingDates |
| std::vector< Date > | floatingPayDates |
| std::vector< Real > | fixedCoupons |
| std::vector< Real > | fixedRate |
| std::vector< Spread > | floatingSpreads |
| std::vector< Real > | floatingGearings |
| std::vector< Real > | floatingCoupons |
| ext::shared_ptr< IborIndex > | iborIndex |
| std::vector< bool > | fixedIsRedemptionFlow |
| std::vector< bool > | floatingIsRedemptionFlow |
| Public Attributes inherited from Option::arguments | |
| ext::shared_ptr< Payoff > | payoff |
| ext::shared_ptr< Exercise > | exercise |
Arguments for nonstandard swaption calculation
