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 |
Arguments for cap/floor calculation