QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.8
Public Member Functions | Public Attributes | List of all members
YearOnYearInflationSwap::arguments Class Reference

Arguments for YoY swap calculation More...

#include <ql/instruments/yearonyearinflationswap.hpp>

Inherits Swap::arguments.

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