Arguments for irregular-swaption calculation More...
#include <ql/experimental/swaptions/irregularswaption.hpp>
Public Member Functions | |
void | validate () const |
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void | validate () const |
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void | validate () const |
Public Attributes | |
boost::shared_ptr< IrregularSwap > | swap |
IrregularSettlement::Type | settlementType |
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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 |
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boost::shared_ptr< Payoff > | payoff |
boost::shared_ptr< Exercise > | exercise |
Arguments for irregular-swaption calculation