YearOnYearInflationSwap::arguments Class Reference

Arguments for YoY swap calculation More...

#include <ql/instruments/yearonyearinflationswap.hpp>

Inherits Swap::arguments.

Public Member Functions

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 Attributes

Type type
 
Real nominal
 
std::vector< DatefixedResetDates
 
std::vector< DatefixedPayDates
 
std::vector< TimeyoyAccrualTimes
 
std::vector< DateyoyResetDates
 
std::vector< DateyoyFixingDates
 
std::vector< DateyoyPayDates
 
std::vector< RealfixedCoupons
 
std::vector< SpreadyoySpreads
 
std::vector< RealyoyCoupons
 
- Public Attributes inherited from Swap::arguments
std::vector< Leglegs
 
std::vector< Realpayer
 

Detailed Description

Arguments for YoY swap calculation