File: class_quant_lib_1_1_vanilla_swap_1_1arguments.html

package info (click to toggle)
quantlib-refman-html 1.2-1
  • links: PTS
  • area: main
  • in suites: jessie, jessie-kfreebsd, wheezy
  • size: 84,552 kB
  • ctags: 5,132
  • sloc: makefile: 33
file content (139 lines) | stat: -rw-r--r-- 9,426 bytes parent folder | download
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
132
133
134
135
136
137
138
139
<!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>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="185" height="50" 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 1.2</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="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="todo.html">Todo List</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 1.7.6.1 -->
  <div id="nav-path" class="navpath">
    <ul>
      <li class="navelem"><b>QuantLib</b>      </li>
      <li class="navelem"><a class="el" href="class_quant_lib_1_1_vanilla_swap.html">VanillaSwap</a>      </li>
      <li class="navelem"><a class="el" href="class_quant_lib_1_1_vanilla_swap_1_1arguments.html">arguments</a>      </li>
    </ul>
  </div>
</div>
<div class="header">
  <div class="summary">
<a href="#pub-methods">Public Member Functions</a> &#124;
<a href="#pub-attribs">Public Attributes</a>  </div>
  <div class="headertitle">
<div class="title">VanillaSwap::arguments Class Reference</div>  </div>
</div><!--header-->
<div class="contents">
<!-- doxytag: class="QuantLib::VanillaSwap::arguments" --><!-- doxytag: inherits="QuantLib::Swap::arguments" -->
<p>Arguments for simple swap calculation  
 <a href="class_quant_lib_1_1_vanilla_swap_1_1arguments.html#details">More...</a></p>

<p><code>#include &lt;ql/instruments/vanillaswap.hpp&gt;</code></p>
<div class="dynheader">
Inheritance diagram for VanillaSwap::arguments:</div>
<div class="dyncontent">
<div class="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"/></div>
<map name="_vanilla_swap_1_1arguments_inherit__map" id="_vanilla_swap_1_1arguments_inherit__map">
<area shape="rect" id="node3" href="class_quant_lib_1_1_swaption_1_1arguments.html" title="Arguments for swaption calculation" alt="" coords="44,86,127,117"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>

<p><a href="class_quant_lib_1_1_vanilla_swap_1_1arguments-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a048aaadf42ac725952523dd9546e96b5"></a><!-- doxytag: member="QuantLib::VanillaSwap::arguments::validate" ref="a048aaadf42ac725952523dd9546e96b5" args="() const " -->
void&#160;</td><td class="memItemRight" valign="bottom"><b>validate</b> () const </td></tr>
<tr><td colspan="2"><h2><a name="pub-attribs"></a>
Public Attributes</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab6f4e6d3fde00ce906e46494f60dfe7a"></a><!-- doxytag: member="QuantLib::VanillaSwap::arguments::type" ref="ab6f4e6d3fde00ce906e46494f60dfe7a" args="" -->
Type&#160;</td><td class="memItemRight" valign="bottom"><b>type</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a587bb2361e4713f6bbe62501a9c37ea1"></a><!-- doxytag: member="QuantLib::VanillaSwap::arguments::nominal" ref="a587bb2361e4713f6bbe62501a9c37ea1" args="" -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>&#160;</td><td class="memItemRight" valign="bottom"><b>nominal</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac087ed31c7c86f346a554482c05e01bd"></a><!-- doxytag: member="QuantLib::VanillaSwap::arguments::fixedResetDates" ref="ac087ed31c7c86f346a554482c05e01bd" args="" -->
std::vector&lt; <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>fixedResetDates</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9ae1b87c848fe690cc0fb8aae7a1ad53"></a><!-- doxytag: member="QuantLib::VanillaSwap::arguments::fixedPayDates" ref="a9ae1b87c848fe690cc0fb8aae7a1ad53" args="" -->
std::vector&lt; <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>fixedPayDates</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af1b3c69bb089af944f809949cc9b5f34"></a><!-- doxytag: member="QuantLib::VanillaSwap::arguments::floatingAccrualTimes" ref="af1b3c69bb089af944f809949cc9b5f34" args="" -->
std::vector&lt; <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>floatingAccrualTimes</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0c1a8eb80d3c37a524935c7519d008e0"></a><!-- doxytag: member="QuantLib::VanillaSwap::arguments::floatingResetDates" ref="a0c1a8eb80d3c37a524935c7519d008e0" args="" -->
std::vector&lt; <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>floatingResetDates</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a732fd5612eea5324a0246b31f7119141"></a><!-- doxytag: member="QuantLib::VanillaSwap::arguments::floatingFixingDates" ref="a732fd5612eea5324a0246b31f7119141" args="" -->
std::vector&lt; <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>floatingFixingDates</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="affddd738e0a1ca4074d4742686ce7e7c"></a><!-- doxytag: member="QuantLib::VanillaSwap::arguments::floatingPayDates" ref="affddd738e0a1ca4074d4742686ce7e7c" args="" -->
std::vector&lt; <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>floatingPayDates</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af3b796aad3df6d60ab2749eb66836af6"></a><!-- doxytag: member="QuantLib::VanillaSwap::arguments::fixedCoupons" ref="af3b796aad3df6d60ab2749eb66836af6" args="" -->
std::vector&lt; <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>fixedCoupons</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a217747684dc5dfb5f77382787c63182e"></a><!-- doxytag: member="QuantLib::VanillaSwap::arguments::floatingSpreads" ref="a217747684dc5dfb5f77382787c63182e" args="" -->
std::vector&lt; <a class="el" href="group__types.html#gae7427f4743503002b0c6eeeefae91a3d">Spread</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>floatingSpreads</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae2f96326e1598927863981facf1f31e5"></a><!-- doxytag: member="QuantLib::VanillaSwap::arguments::floatingCoupons" ref="ae2f96326e1598927863981facf1f31e5" args="" -->
std::vector&lt; <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>floatingCoupons</b></td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Arguments for simple swap calculation </p>
</div></div><!-- contents -->

</div>

<div class="footer">
<div class="endmatter">
Documentation generated by
<a href="http://www.doxygen.org">Doxygen</a> 1.7.6.1
</div>
</div>

</div>

</body>
</html>