VanillaSwap::arguments Class Reference

Arguments for simple swap calculation More...

#include <ql/instruments/vanillaswap.hpp>

Inheritance diagram for VanillaSwap::arguments:

List of all members.

Public Member Functions
void	validate () const
Public Attributes
Type	type
Real	nominal
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< Spread >	floatingSpreads
std::vector< Real >	floatingCoupons

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Detailed Description

Arguments for simple swap calculation