SwaptionArguments Class Reference

#include <swaption.hpp>

Inheritance diagram for SwaptionArguments:

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Detailed Description

arguments for swaption calculation


Public Member Functions

void validate () const

Public Attributes

bool payFixed
Rate fairRate
Rate fixedRate
double fixedBPS
std::vector< TimefixedResetTimes
std::vector< TimefixedPayTimes
std::vector< double > fixedCoupons
std::vector< TimefloatingAccrualTimes
std::vector< TimefloatingResetTimes
std::vector< TimefloatingPayTimes
double nominal
Exercise::Type exerciseType
std::vector< TimeexerciseTimes


The documentation for this class was generated from the following files:

QuantLib.org
QuantLib
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