Arguments for irregular-swaption calculation More...
#include <ql/experimental/swaptions/irregularswaption.hpp>
Inheritance diagram for IrregularSwaption::arguments:Public Member Functions | |
| void | validate () const |
Public Member Functions inherited from IrregularSwap::arguments | |
| void | validate () const |
Public Member Functions inherited from Option::arguments | |
| void | validate () const |
Public Attributes | |
| boost::shared_ptr< IrregularSwap > | swap |
| IrregularSettlement::Type | settlementType |
Public Attributes inherited from IrregularSwap::arguments | |
| Type | type |
| std::vector< Date > | fixedResetDates |
| std::vector< Date > | fixedPayDates |
| std::vector< Real > | fixedCoupons |
| std::vector< Real > | fixedNominals |
| std::vector< Date > | floatingResetDates |
| std::vector< Date > | floatingFixingDates |
| std::vector< Date > | floatingPayDates |
| std::vector< Time > | floatingAccrualTimes |
| std::vector< Real > | floatingNominals |
| std::vector< Spread > | floatingSpreads |
| std::vector< Real > | floatingCoupons |
Public Attributes inherited from Option::arguments | |
| boost::shared_ptr< Payoff > | payoff |
| boost::shared_ptr< Exercise > | exercise |
Arguments for irregular-swaption calculation