CapFloor::arguments

NAME

CapFloor::arguments − Arguments for cap/floor calculation

SYNOPSIS

#include <ql/instruments/capfloor.hpp>

Inherits PricingEngine::arguments.

Public Member Functions

void validate () const

Public Attributes

CapFloor::Type type
std::vector< Date > startDates
std::vector< Date > fixingDates
std::vector< Date > endDates
std::vector< Time > accrualTimes
std::vector< Rate > capRates
std::vector< Rate > floorRates
std::vector< Rate > forwards
std::vector< Real > gearings
std::vector< Real > spreads
std::vector< Real > nominals
std::vector< boost::shared_ptr< InterestRateIndex > > indexes

Detailed Description

Arguments for cap/floor calculation

Author

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