Reference manual - version qle_version
Public Attributes | |
| Natural | settlementDays |
| Period | fixedTenor |
| Calendar | fixedCalendar |
| BusinessDayConvention | fixedConvention |
| DayCounter | fixedDayCounter |
| boost::shared_ptr< IborIndex > | floatIndex |
| boost::shared_ptr< SwapIndex > | swapIndex |
| boost::shared_ptr< SwapIndex > | shortSwapIndex |