CapFloor::arguments Class Reference
#include <ql/instruments/capfloor.hpp>
List of all members.
Detailed Description
Arguments for cap/floor calculation
|
Public Member Functions |
|
void | validate () const |
Public Attributes |
|
CapFloor::Type | type |
|
std::vector< Time > | startTimes |
|
std::vector< Date > | fixingDates |
|
std::vector< Time > | fixingTimes |
|
std::vector< Time > | endTimes |
|
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< DiscountFactor > | discounts |
|
std::vector< Real > | nominals |