QuantLib: AssetSwap::arguments Class Reference

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

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AssetSwap::arguments Class Reference

Arguments for asset swap calculation More...

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

Inherits Swap::arguments.

## Public Member Functions
void | validate () const

## Public Attributes
std::vector< Date > | fixedResetDates
std::vector< Date > | fixedPayDates
std::vector< Real > | fixedCoupons
std::vector< Time > | floatingAccrualTimes
std::vector< Date > | floatingResetDates
std::vector< Date > | floatingFixingDates
std::vector< Date > | floatingPayDates
std::vector< Spread > | floatingSpreads

## Detailed Description

Arguments for asset swap calculation