QuantLib: VanillaSwap::arguments Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.20

Public Member Functions | Public Attributes | List of all members
VanillaSwap::arguments Class Reference

Arguments for simple swap calculation More...

`#include <ql/instruments/vanillaswap.hpp>`

Inheritance diagram for VanillaSwap::arguments:
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## 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

## Detailed Description

Arguments for simple swap calculation