QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Public Member Functions | Public Attributes | List of all members
IrregularSwaption::arguments Class Reference

Arguments for irregular-swaption calculation More...

#include <ql/experimental/swaptions/irregularswaption.hpp>

+ Inheritance diagram for IrregularSwaption::arguments:

Public Member Functions

void validate () const
 
- Public Member Functions inherited from IrregularSwap::arguments
void validate () const
 
- Public Member Functions inherited from Option::arguments
void validate () const
 

Public Attributes

ext::shared_ptr< IrregularSwapswap
 
IrregularSettlement::Type settlementType
 
- Public Attributes inherited from IrregularSwap::arguments
Type type
 
std::vector< DatefixedResetDates
 
std::vector< DatefixedPayDates
 
std::vector< RealfixedCoupons
 
std::vector< RealfixedNominals
 
std::vector< DatefloatingResetDates
 
std::vector< DatefloatingFixingDates
 
std::vector< DatefloatingPayDates
 
std::vector< TimefloatingAccrualTimes
 
std::vector< RealfloatingNominals
 
std::vector< SpreadfloatingSpreads
 
std::vector< RealfloatingCoupons
 
- Public Attributes inherited from Option::arguments
ext::shared_ptr< Payoffpayoff
 
ext::shared_ptr< Exerciseexercise
 

Detailed Description

Arguments for irregular-swaption calculation