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< 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< double > nominals


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