QuantLib: YearOnYearInflationSwap::arguments Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.6

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Public Member Functions | Public Attributes | List of all members
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