QuantLib 0.3.3
User manual
Introduction to QuantLib
QuantLib components
Reference manual
SwaptionArguments Class Reference
#include <swaption.hpp>
Inheritance diagram for SwaptionArguments:
Detailed Description
arguments for swaption calculation
Public Member Functions | |
| void | validate () const |
Public Attributes | |
| bool | payFixed |
| Rate | fairRate |
| Rate | fixedRate |
| double | fixedBPS |
| std::vector< Time > | fixedResetTimes |
| std::vector< Time > | fixedPayTimes |
| std::vector< double > | fixedCoupons |
| std::vector< Time > | floatingAccrualTimes |
| std::vector< Time > | floatingResetTimes |
| std::vector< Time > | floatingPayTimes |
| double | nominal |
| Exercise::Type | exerciseType |
| std::vector< Time > | exerciseTimes |
The documentation for this class was generated from the following files:
- ql/Instruments/swaption.hpp
- ql/Instruments/swaption.cpp
