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 Member Functions inherited from PricingEngine::arguments
virtual void validate () const =0
 

Public Attributes

CapFloor::Type type
 
std::vector< DatestartDates
 
std::vector< DatefixingDates
 
std::vector< DateendDates
 
std::vector< TimeaccrualTimes
 
std::vector< RatecapRates
 
std::vector< RatefloorRates
 
std::vector< Rateforwards
 
std::vector< Realgearings
 
std::vector< Realspreads
 
std::vector< Realnominals
 

Detailed Description

Arguments for cap/floor calculation