[Quantlib-users] Swap floating leg elements are CashFlows, not Coupons

[Gorazd B. <gor...@gm...>]

Hi all,

I'm new to the list, and have the following question: Why are elements
of VanillaSwap leg CashFlow type, and not Coupon type? (please see
below)

Best regards,
Gorazd

In [11]: sw2
Out[11]: <QuantLib.QuantLib.VanillaSwap; proxy of <Swig Object of type
'boost::shared_ptr< VanillaSwap > *' at 0x7f48a03c7780> >

In [10]: list(sw2.floatingLeg())
Out[10]:
[<QuantLib.QuantLib.CashFlow; proxy of <Swig Object of type
'boost::shared_ptr< CashFlow > *' at 0x7f4895863cf0> >,
 <QuantLib.QuantLib.CashFlow; proxy of <Swig Object of type
'boost::shared_ptr< CashFlow > *' at 0x7f4895863e40> >,
 <QuantLib.QuantLib.CashFlow; proxy of <Swig Object of type
'boost::shared_ptr< CashFlow > *' at 0x7f4895863f00> >,
 <QuantLib.QuantLib.CashFlow; proxy of <Swig Object of type
'boost::shared_ptr< CashFlow > *' at 0x7f4895863870> >]