Arguments for irregular-swap calculation More...
#include <ql/experimental/swaptions/irregularswap.hpp>
Public Member Functions | |
void | validate () const |
Public Attributes | |
Type | type |
std::vector< Date > | fixedResetDates |
std::vector< Date > | fixedPayDates |
std::vector< Real > | fixedCoupons |
std::vector< Real > | fixedNominals |
std::vector< Date > | floatingResetDates |
std::vector< Date > | floatingFixingDates |
std::vector< Date > | floatingPayDates |
std::vector< Time > | floatingAccrualTimes |
std::vector< Real > | floatingNominals |
std::vector< Spread > | floatingSpreads |
std::vector< Real > | floatingCoupons |
Arguments for irregular-swap calculation