CapFloor::arguments Class Reference

Arguments for cap/floor calculation More...

#include <ql/instruments/capfloor.hpp>

Inherits QuantLib::PricingEngine::arguments.

List of all members.

Public Member Functions

void validate () const

Public Attributes

CapFloor::Type type
std::vector< DatestartDates
std::vector< DatefixingDates
std::vector< DateendDates
std::vector< TimeaccrualTimes
std::vector< Rate > capRates
std::vector< Rate > floorRates
std::vector< Rate > forwards
std::vector< Real > gearings
std::vector< Real > spreads
std::vector< Real > nominals


Detailed Description

Arguments for cap/floor calculation