CapFloor::arguments Class Reference#include <ql/Instruments/capfloor.hpp>
Inheritance diagram for CapFloor::arguments:
[legend]List of all members.
Detailed Description
Arguments for cap/floor calculation
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Public Member Functions |
void | validate () const |
Public Attributes |
CapFloor::Type | type |
std::vector< Time > | startTimes |
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 > | nominals |
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