#include <qle/termstructures/swaptionvolatilityconverter.hpp>
Public Member Functions | |
SwapConventions (Natural settlementDays, const Period &fixedTenor, const Calendar &fixedCalendar, BusinessDayConvention fixedConvention, const DayCounter &fixedDayCounter, const boost::shared_ptr< IborIndex > &floatIndex) | |
Constructor. | |
Inspectors | |
Natural | settlementDays () const |
const Period & | fixedTenor () const |
const Calendar & | fixedCalendar () const |
BusinessDayConvention | fixedConvention () const |
const DayCounter & | fixedDayCounter () const |
const boost::shared_ptr< IborIndex > | floatIndex () const |
Container for holding swap conventions needed by the SwaptionVolatilityConverter