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Reference manual - version qle_version
CrossCcyBasisSwap::arguments Class Reference
Inheritance diagram for CrossCcyBasisSwap::arguments:

Public Member Functions

void validate () const override
Public Member Functions inherited from CrossCcySwap::arguments
void validate () const override

Public Attributes

Spread paySpread
Spread recSpread
Public Attributes inherited from CrossCcySwap::arguments
std::vector< Currency > currencies