SwaptionConventionsEUR Struct Reference

Public Attributes
Natural	settlementDays
Period	fixedTenor
Calendar	fixedCalendar
BusinessDayConvention	fixedConvention
DayCounter	fixedDayCounter
QuantLib::ext::shared_ptr< IborIndex >	floatIndex
QuantLib::ext::shared_ptr< SwapIndex >	swapIndex
QuantLib::ext::shared_ptr< SwapIndex >	shortSwapIndex