Arguments for float float swap calculation More...
#include <ql/instruments/floatfloatswap.hpp>
Inheritance diagram for FloatFloatSwap::arguments:Public Member Functions | |
| void | validate () const |
Public Attributes | |
| VanillaSwap::Type | type |
| std::vector< Real > | nominal1 |
| std::vector< Real > | nominal2 |
| std::vector< Date > | leg1ResetDates |
| std::vector< Date > | leg1FixingDates |
| std::vector< Date > | leg1PayDates |
| std::vector< Date > | leg2ResetDates |
| std::vector< Date > | leg2FixingDates |
| std::vector< Date > | leg2PayDates |
| std::vector< Real > | leg1Spreads |
| std::vector< Real > | leg2Spreads |
| std::vector< Real > | leg1Gearings |
| std::vector< Real > | leg2Gearings |
| std::vector< Real > | leg1CappedRates |
| std::vector< Real > | leg1FlooredRates |
| std::vector< Real > | leg2CappedRates |
| std::vector< Real > | leg2FlooredRates |
| std::vector< Real > | leg1Coupons |
| std::vector< Real > | leg2Coupons |
| std::vector< Real > | leg1AccrualTimes |
| std::vector< Real > | leg2AccrualTimes |
| boost::shared_ptr< InterestRateIndex > | index1 |
| boost::shared_ptr< InterestRateIndex > | index2 |
| std::vector< bool > | leg1IsRedemptionFlow |
| std::vector< bool > | leg2IsRedemptionFlow |
Arguments for float float swap calculation