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QuantLib_YearOnYearInflationSwap_arguments

NAME

QuantLib::YearOnYearInflationSwap::arguments -

Arguments for YoY swap calculation

SYNOPSIS

#include <ql/instruments/yearonyearinflationswap.hpp>

Inherits QuantLib::Swap::arguments.

Public Member Functions

void validate () const

Public Attributes

Type type

Real nominal

std::vector< Date > fixedResetDates

std::vector< Date > fixedPayDates

std::vector< Time > yoyAccrualTimes

std::vector< Date > yoyResetDates

std::vector< Date > yoyFixingDates

std::vector< Date > yoyPayDates

std::vector< Real > fixedCoupons

std::vector< Spread > yoySpreads

std::vector< Real > yoyCoupons

Detailed Description

Arguments for YoY swap calculation

Author

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