CapFloor::arguments Class Reference
#include <ql/Instruments/capfloor.hpp>
Inheritance diagram for CapFloor::arguments:

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< DiscountFactor > | discounts |
| std::vector< Real > | nominals |