1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
|
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
<html>
<head>
<meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
<meta name="robots" content="none">
<title>QuantLib: VanillaSwap::arguments Class Reference</title>
<link rel="stylesheet" href="quantlib.css" type="text/css">
<link rel="stylesheet" href="print.css" type="text/css" media="print">
<link rel="shortcut icon" href="favicon.ico" type="image/x-icon">
<link rel="icon" href="favicon.ico" type="image/x-icon">
</head>
<body>
<div id="container">
<div id="header">
<img class="titleimage"
src="QL-title.jpg" width="212" height="47" border="0"
alt="QuantLib">
<br>
<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
</div>
<div id="menu">
<h3 class="navbartitle">Version 0.9.0</h3>
<hr>
<h3 class="navbartitle">Getting started</h3>
<ul class="navbarlist">
<li class="navlink"><a href="index.html">Introduction</a></li>
<li class="navlink"><a href="overview.html">Project overview</a></li>
<li class="navlink"><a href="where.html">Where to get QuantLib</a></li>
<li class="navlink"><a href="install.html">Installation</a></li>
<li class="navlink"><a href="config.html">Configuration</a></li>
<li class="navlink"><a href="usage.html">Usage</a></li>
<li class="navlink"><a href="history.html">Version history</a></li>
<li class="navlink"><a href="resources.html">Additional resources</a></li>
<li class="navlink"><a href="group.html">The QuantLib group</a></li>
<li class="navlink"><a href="license.html">Copyright and license</a></li>
</ul>
<hr>
<h3 class="navbartitle">Reference manual</h3>
<ul class="navbarlist">
<li class="navlink"><a href="modules.html">Modules</a></li>
<li class="navlink"><a href="hierarchy.html">Class Hierarchy</a></li>
<li class="navlink"><a href="annotated.html">Compound List</a></li>
<li class="navlink"><a href="files.html">File List</a></li>
<li class="navlink"><a href="functions.html">Compound Members</a></li>
<li class="navlink"><a href="globals.html">File Members</a></li>
<li class="navlink"><a href="bug.html">Known Bugs</a></li>
<li class="navlink"><a href="caveats.html">Caveats</a></li>
<li class="navlink"><a href="test.html">Test Suite</a></li>
<li class="navlink"><a href="examples.html">Examples</a></li>
</ul>
</div>
<div id="content">
<!--Doxygen-generated content-->
<!-- Generated by Doxygen 1.5.4 -->
<div class="nav">
<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_vanilla_swap.html">VanillaSwap</a>::<a class="el" href="class_quant_lib_1_1_vanilla_swap_1_1arguments.html">arguments</a></div>
<h1>VanillaSwap::arguments Class Reference</h1><!-- doxytag: class="QuantLib::VanillaSwap::arguments" --><!-- doxytag: inherits="QuantLib::Swap::arguments" --><code>#include <ql/instruments/vanillaswap.hpp></code>
<p>
<div class="dynheader">
Inheritance diagram for VanillaSwap::arguments:</div>
<div class="dynsection">
<p><center><img src="class_quant_lib_1_1_vanilla_swap_1_1arguments__inherit__graph.png" border="0" usemap="#_vanilla_swap_1_1arguments__inherit__map" alt="Inheritance graph"></center>
<map name="_vanilla_swap_1_1arguments__inherit__map">
<area shape="rect" href="class_quant_lib_1_1_swaption_1_1arguments.html" title="Arguments for swaption calculation" alt="" coords="48,84,139,111"></map>
<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
<p>
<a href="class_quant_lib_1_1_vanilla_swap_1_1arguments-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Arguments for simple swap calculation <table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="048aaadf42ac725952523dd9546e96b5"></a><!-- doxytag: member="QuantLib::VanillaSwap::arguments::validate" ref="048aaadf42ac725952523dd9546e96b5" args="() const " -->
void </td><td class="memItemRight" valign="bottom"><b>validate</b> () const </td></tr>
<tr><td colspan="2"><br><h2>Public Attributes</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b6f4e6d3fde00ce906e46494f60dfe7a"></a><!-- doxytag: member="QuantLib::VanillaSwap::arguments::type" ref="b6f4e6d3fde00ce906e46494f60dfe7a" args="" -->
Type </td><td class="memItemRight" valign="bottom"><b>type</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="587bb2361e4713f6bbe62501a9c37ea1"></a><!-- doxytag: member="QuantLib::VanillaSwap::arguments::nominal" ref="587bb2361e4713f6bbe62501a9c37ea1" args="" -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>nominal</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c087ed31c7c86f346a554482c05e01bd"></a><!-- doxytag: member="QuantLib::VanillaSwap::arguments::fixedResetDates" ref="c087ed31c7c86f346a554482c05e01bd" args="" -->
std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > </td><td class="memItemRight" valign="bottom"><b>fixedResetDates</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9ae1b87c848fe690cc0fb8aae7a1ad53"></a><!-- doxytag: member="QuantLib::VanillaSwap::arguments::fixedPayDates" ref="9ae1b87c848fe690cc0fb8aae7a1ad53" args="" -->
std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > </td><td class="memItemRight" valign="bottom"><b>fixedPayDates</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f1b3c69bb089af944f809949cc9b5f34"></a><!-- doxytag: member="QuantLib::VanillaSwap::arguments::floatingAccrualTimes" ref="f1b3c69bb089af944f809949cc9b5f34" args="" -->
std::vector< <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > </td><td class="memItemRight" valign="bottom"><b>floatingAccrualTimes</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0c1a8eb80d3c37a524935c7519d008e0"></a><!-- doxytag: member="QuantLib::VanillaSwap::arguments::floatingResetDates" ref="0c1a8eb80d3c37a524935c7519d008e0" args="" -->
std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > </td><td class="memItemRight" valign="bottom"><b>floatingResetDates</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="732fd5612eea5324a0246b31f7119141"></a><!-- doxytag: member="QuantLib::VanillaSwap::arguments::floatingFixingDates" ref="732fd5612eea5324a0246b31f7119141" args="" -->
std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > </td><td class="memItemRight" valign="bottom"><b>floatingFixingDates</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ffddd738e0a1ca4074d4742686ce7e7c"></a><!-- doxytag: member="QuantLib::VanillaSwap::arguments::floatingPayDates" ref="ffddd738e0a1ca4074d4742686ce7e7c" args="" -->
std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > </td><td class="memItemRight" valign="bottom"><b>floatingPayDates</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f3b796aad3df6d60ab2749eb66836af6"></a><!-- doxytag: member="QuantLib::VanillaSwap::arguments::fixedCoupons" ref="f3b796aad3df6d60ab2749eb66836af6" args="" -->
std::vector< <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > </td><td class="memItemRight" valign="bottom"><b>fixedCoupons</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="217747684dc5dfb5f77382787c63182e"></a><!-- doxytag: member="QuantLib::VanillaSwap::arguments::floatingSpreads" ref="217747684dc5dfb5f77382787c63182e" args="" -->
std::vector< <a class="el" href="group__types.html#ge7427f4743503002b0c6eeeefae91a3d">Spread</a> > </td><td class="memItemRight" valign="bottom"><b>floatingSpreads</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e2f96326e1598927863981facf1f31e5"></a><!-- doxytag: member="QuantLib::VanillaSwap::arguments::floatingCoupons" ref="e2f96326e1598927863981facf1f31e5" args="" -->
std::vector< <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > </td><td class="memItemRight" valign="bottom"><b>floatingCoupons</b></td></tr>
</table>
</div>
<div class="footer">
<div class="endmatter">
Documentation generated by
<a href="http://www.doxygen.org">Doxygen</a> 1.5.4
</div>
</div>
</div>
</body>
</html>
|
