Arguments for swaption calculation More...
#include <ql/instruments/swaption.hpp>
Inheritance diagram for Swaption::arguments:Public Member Functions | |
| void | validate () const |
Public Member Functions inherited from VanillaSwap::arguments | |
| void | validate () const |
Public Member Functions inherited from Option::arguments | |
| void | validate () const |
Public Attributes | |
| boost::shared_ptr< VanillaSwap > | swap |
| Settlement::Type | settlementType |
Public Attributes inherited from VanillaSwap::arguments | |
| 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 |
Public Attributes inherited from Option::arguments | |
| boost::shared_ptr< Payoff > | payoff |
| boost::shared_ptr< Exercise > | exercise |
Arguments for swaption calculation