CapFloor::arguments Class Reference

#include <ql/Instruments/capfloor.hpp>

Inheritance diagram for CapFloor::arguments:

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Detailed Description

Arguments for cap/floor calculation


Public Member Functions

void validate () const

Public Attributes

CapFloor::Type type
std::vector< TimestartTimes
std::vector< TimefixingTimes
std::vector< TimeendTimes
std::vector< TimeaccrualTimes
std::vector< RatecapRates
std::vector< RatefloorRates
std::vector< Rateforwards
std::vector< Realnominals


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