Arguments for swap calculation More...
#include <ql/instruments/cpiswap.hpp>
Inherits Swap::arguments.
Public Member Functions | |
| void | validate () const |
Public Member Functions inherited from Swap::arguments | |
| void | validate () const |
Public Member Functions inherited from PricingEngine::arguments | |
| virtual void | validate () const =0 |
Public Attributes | |
| Type | type |
| Real | nominal |
Public Attributes inherited from Swap::arguments | |
| std::vector< Leg > | legs |
| std::vector< Real > | payer |
Arguments for swap calculation