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

Arguments for nonstandard swaption calculation More...

#include <ql/instruments/nonstandardswaption.hpp>

+ Inheritance diagram for NonstandardSwaption::arguments:

Public Member Functions

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

Public Attributes

boost::shared_ptr< NonstandardSwapswap
 
Settlement::Type settlementType
 
- Public Attributes inherited from NonstandardSwap::arguments
VanillaSwap::Type type
 
std::vector< RealfixedNominal
 
std::vector< RealfloatingNominal
 
std::vector< DatefixedResetDates
 
std::vector< DatefixedPayDates
 
std::vector< TimefloatingAccrualTimes
 
std::vector< DatefloatingResetDates
 
std::vector< DatefloatingFixingDates
 
std::vector< DatefloatingPayDates
 
std::vector< RealfixedCoupons
 
std::vector< RealfixedRate
 
std::vector< SpreadfloatingSpreads
 
std::vector< RealfloatingGearings
 
std::vector< RealfloatingCoupons
 
boost::shared_ptr< IborIndexiborIndex
 
std::vector< bool > fixedIsRedemptionFlow
 
std::vector< bool > floatingIsRedemptionFlow
 
- Public Attributes inherited from Option::arguments
boost::shared_ptr< Payoffpayoff
 
boost::shared_ptr< Exerciseexercise
 

Detailed Description

Arguments for nonstandard swaption calculation