Swaption::arguments Class Reference

Arguments for swaption calculation More...

#include <ql/instruments/swaption.hpp>

Inheritance diagram for Swaption::arguments:

Public Member Functions

void validate () const
 
- Public Member Functions inherited from VanillaSwap::arguments
void validate () const
 
- Public Member Functions inherited from Swap::arguments
void validate () const
 
- Public Member Functions inherited from PricingEngine::arguments
virtual void validate () const =0
 
- Public Member Functions inherited from Option::arguments
void validate () const
 

Public Attributes

boost::shared_ptr< VanillaSwapswap
 
Settlement::Type settlementType
 
- Public Attributes inherited from VanillaSwap::arguments
Type type
 
Real nominal
 
std::vector< DatefixedResetDates
 
std::vector< DatefixedPayDates
 
std::vector< TimefloatingAccrualTimes
 
std::vector< DatefloatingResetDates
 
std::vector< DatefloatingFixingDates
 
std::vector< DatefloatingPayDates
 
std::vector< RealfixedCoupons
 
std::vector< SpreadfloatingSpreads
 
std::vector< RealfloatingCoupons
 
- Public Attributes inherited from Swap::arguments
std::vector< Leglegs
 
std::vector< Realpayer
 
- Public Attributes inherited from Option::arguments
boost::shared_ptr< Payoffpayoff
 
boost::shared_ptr< Exerciseexercise
 

Detailed Description

Arguments for swaption calculation