Arguments for Flexi-Swap
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#include <qle/instruments/flexiswap.hpp>
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void | validate () const override |
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VanillaSwap::Type | type |
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std::vector< Real > | fixedNominal |
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std::vector< Real > | floatingNominal |
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std::vector< Date > | fixedResetDates |
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std::vector< Date > | fixedPayDates |
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std::vector< Time > | floatingAccrualTimes |
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std::vector< Date > | floatingResetDates |
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std::vector< Date > | floatingFixingDates |
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std::vector< Date > | floatingPayDates |
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std::vector< Real > | fixedCoupons |
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std::vector< Real > | fixedRate |
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std::vector< Real > | floatingGearings |
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std::vector< Real > | floatingSpreads |
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std::vector< Real > | cappedRate |
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std::vector< Real > | flooredRate |
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std::vector< Real > | floatingCoupons |
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QuantLib::ext::shared_ptr< IborIndex > | iborIndex |
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std::vector< Real > | lowerNotionalBound |
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QuantLib::Position::Type | optionPosition |
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std::vector< bool > | notionalCanBeDecreased |
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Inheritance diagram for FlexiSwap::arguments: