Arguments for float float swap calculation More...
#include <ql/instruments/floatfloatswap.hpp>
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 |
ext::shared_ptr< InterestRateIndex > | index1 |
ext::shared_ptr< InterestRateIndex > | index2 |
std::vector< bool > | leg1IsRedemptionFlow |
std::vector< bool > | leg2IsRedemptionFlow |
Arguments for float float swap calculation