#include <qle/termstructures/swaptionvolatilityconverter.hpp>

Public Member Functions
	SwapConventions (Natural settlementDays, const Period &fixedTenor, const Calendar &fixedCalendar, BusinessDayConvention fixedConvention, const DayCounter &fixedDayCounter, const QuantLib::ext::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 QuantLib::ext::shared_ptr< IborIndex >	floatIndex () const

Detailed Description

Container for holding swap conventions needed by the SwaptionVolatilityConverter

Public Member Functions