CapFloor::arguments Class Reference

Arguments for cap/floor calculation More...

#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< ext::shared_ptr< InterestRateIndex > >	indexes

Detailed Description

Arguments for cap/floor calculation