VanillaSwap::arguments Class Reference

#include <ql/Instruments/vanillaswap.hpp>

Inheritance diagram for VanillaSwap::arguments:

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List of all members.

Detailed Description

Arguments for simple swap calculation


Public Member Functions

void validate () const

Public Attributes

bool payFixed
Real nominal
std::vector< Time > fixedResetTimes
std::vector< Time > fixedPayTimes
std::vector< Real > fixedCoupons
std::vector< Time > floatingAccrualTimes
std::vector< Time > floatingResetTimes
std::vector< Time > floatingFixingTimes
std::vector< Time > floatingPayTimes
std::vector< Spread > floatingSpreads
Real currentFloatingCoupon