Arguments for YoY swap calculation More...
#include <ql/instruments/yearonyearinflationswap.hpp>
Inherits Swap::arguments.
Public Member Functions | |
void | validate () const |
![]() | |
void | validate () const |
![]() | |
virtual void | validate () const =0 |
Public Attributes | |
Type | type |
Real | nominal |
std::vector< Date > | fixedResetDates |
std::vector< Date > | fixedPayDates |
std::vector< Time > | yoyAccrualTimes |
std::vector< Date > | yoyResetDates |
std::vector< Date > | yoyFixingDates |
std::vector< Date > | yoyPayDates |
std::vector< Real > | fixedCoupons |
std::vector< Spread > | yoySpreads |
std::vector< Real > | yoyCoupons |
![]() | |
std::vector< Leg > | legs |
std::vector< Real > | payer |
Arguments for YoY swap calculation