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Reference manual - version qle_version
SwaptionConventionsEUR Struct Reference

Public Attributes

Natural settlementDays
Period fixedTenor
Calendar fixedCalendar
BusinessDayConvention fixedConvention
DayCounter fixedDayCounter
QuantLib::ext::shared_ptr< IborIndexfloatIndex
QuantLib::ext::shared_ptr< SwapIndex > swapIndex
QuantLib::ext::shared_ptr< SwapIndex > shortSwapIndex