- QuantLib
- YearOnYearInflationSwap
- arguments
A free/open-source library for quantitative finance
YearOnYearInflationSwap::arguments Class Reference
Arguments for YoY swap calculation More...
#include <ql/instruments/yearonyearinflationswap.hpp>
Inherits Swap::arguments.
Public Member Functions | |
| void | validate () const |
Public Attributes | |
| Type | type |
| Real | nominal |
| std::vector< Date > | fixedResetDates |
| std::vector< Date > | fixedPayDates |
| std::vector< Time > | yoyAccrualTimes |
| std::vector< Date > | yoyResetDates |
| std::vector< Date > | yoyFixingDates |
| std::vector< Date > | yoyPayDates |
| std::vector< Real > | fixedCoupons |
| std::vector< Spread > | yoySpreads |
| std::vector< Real > | yoyCoupons |
Detailed Description
Arguments for YoY swap calculation