CapFloor::arguments Class Reference

#include <ql/instruments/capfloor.hpp>

List of all members.


Detailed Description

Arguments for cap/floor calculation


Public Member Functions

void validate () const

Public Attributes

CapFloor::Type type
std::vector< Time > startTimes
std::vector< DatefixingDates
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< Real > spreads
std::vector< DiscountFactor > discounts
std::vector< Real > nominals