FlexiSwap::arguments Class Reference

Arguments for Flexi-Swap More...

#include <qle/instruments/flexiswap.hpp>

Inheritance diagram for FlexiSwap::arguments:

Public Member Functions
void	validate () const override

Public Attributes
VanillaSwap::Type	type
std::vector< Real >	fixedNominal
std::vector< Real >	floatingNominal
std::vector< Date >	fixedResetDates
std::vector< Date >	fixedPayDates
std::vector< Time >	floatingAccrualTimes
std::vector< Date >	floatingResetDates
std::vector< Date >	floatingFixingDates
std::vector< Date >	floatingPayDates
std::vector< Real >	fixedCoupons
std::vector< Real >	fixedRate
std::vector< Real >	floatingGearings
std::vector< Real >	floatingSpreads
std::vector< Real >	cappedRate
std::vector< Real >	flooredRate
std::vector< Real >	floatingCoupons
QuantLib::ext::shared_ptr< IborIndex >	iborIndex
std::vector< Real >	lowerNotionalBound
QuantLib::Position::Type	optionPosition
std::vector< bool >	notionalCanBeDecreased

Detailed Description

Arguments for Flexi-Swap