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 | |
| ext::shared_ptr< FloatFloatSwap > | swap |
| Settlement::Type | settlementType |
| Settlement::Method | settlementMethod |
Public Attributes inherited from FloatFloatSwap::arguments | |
| VanillaSwap::Type | type |
| std::vector< Real > | nominal1 |
| std::vector< Real > | nominal2 |
| std::vector< Date > | leg1ResetDates |
| std::vector< Date > | leg1FixingDates |
| std::vector< Date > | leg1PayDates |
| std::vector< Date > | leg2ResetDates |
| std::vector< Date > | leg2FixingDates |
| std::vector< Date > | leg2PayDates |
| std::vector< Real > | leg1Spreads |
| std::vector< Real > | leg2Spreads |
| std::vector< Real > | leg1Gearings |
| std::vector< Real > | leg2Gearings |
| std::vector< Real > | leg1CappedRates |
| std::vector< Real > | leg1FlooredRates |
| std::vector< Real > | leg2CappedRates |
| std::vector< Real > | leg2FlooredRates |
| std::vector< Real > | leg1Coupons |
| std::vector< Real > | leg2Coupons |
| std::vector< Real > | leg1AccrualTimes |
| std::vector< Real > | leg2AccrualTimes |
| ext::shared_ptr< InterestRateIndex > | index1 |
| ext::shared_ptr< InterestRateIndex > | index2 |
| std::vector< bool > | leg1IsRedemptionFlow |
| std::vector< bool > | leg2IsRedemptionFlow |
Public Attributes inherited from Option::arguments | |
| ext::shared_ptr< Payoff > | payoff |
| ext::shared_ptr< Exercise > | exercise |
Arguments for cms swaption calculation