QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.6
Public Member Functions | Public Attributes | List of all members
FloatFloatSwaption::arguments Class Reference

Arguments for cms swaption calculation More...

#include <ql/instruments/floatfloatswaption.hpp>

+ Inheritance diagram for FloatFloatSwaption::arguments:

Public Member Functions

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

Public Attributes

boost::shared_ptr< FloatFloatSwapswap
 
- Public Attributes inherited from FloatFloatSwap::arguments
VanillaSwap::Type type
 
std::vector< Realnominal1
 
std::vector< Realnominal2
 
std::vector< Dateleg1ResetDates
 
std::vector< Dateleg1FixingDates
 
std::vector< Dateleg1PayDates
 
std::vector< Dateleg2ResetDates
 
std::vector< Dateleg2FixingDates
 
std::vector< Dateleg2PayDates
 
std::vector< Realleg1Spreads
 
std::vector< Realleg2Spreads
 
std::vector< Realleg1Gearings
 
std::vector< Realleg2Gearings
 
std::vector< Realleg1CappedRates
 
std::vector< Realleg1FlooredRates
 
std::vector< Realleg2CappedRates
 
std::vector< Realleg2FlooredRates
 
std::vector< Realleg1Coupons
 
std::vector< Realleg2Coupons
 
std::vector< Realleg1AccrualTimes
 
std::vector< Realleg2AccrualTimes
 
boost::shared_ptr< InterestRateIndexindex1
 
boost::shared_ptr< InterestRateIndexindex2
 
std::vector< bool > leg1IsRedemptionFlow
 
std::vector< bool > leg2IsRedemptionFlow
 
- Public Attributes inherited from Option::arguments
boost::shared_ptr< Payoffpayoff
 
boost::shared_ptr< Exerciseexercise
 

Detailed Description

Arguments for cms swaption calculation