Reference manual - version qle_version
QuantExt
OvernightIndexedCrossCcyBasisSwap
arguments
Public Attributes
|
List of all members
OvernightIndexedCrossCcyBasisSwap::arguments Class Reference
Financial instruments
Inheritance diagram for OvernightIndexedCrossCcyBasisSwap::arguments:
[
legend
]
Public Attributes
std::vector< Currency >
currency
Real
paySpread
Real
recSpread
Generated by
Doxygen
1.9.1