YearOnYearInflationSwap::arguments Class Reference

Arguments for YoY swap calculation More...

#include <ql/instruments/yearonyearinflationswap.hpp>

Inherits Swap::arguments.

List of all members.

Public Member Functions

void validate () const

Public Attributes

Type type
Real nominal
std::vector< DatefixedResetDates
std::vector< DatefixedPayDates
std::vector< TimeyoyAccrualTimes
std::vector< DateyoyResetDates
std::vector< DateyoyFixingDates
std::vector< DateyoyPayDates
std::vector< RealfixedCoupons
std::vector< SpreadyoySpreads
std::vector< RealyoyCoupons

Detailed Description

Arguments for YoY swap calculation