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< RatecapRates
std::vector< RatefloorRates
std::vector< Rateforwards
std::vector< Realgearings
std::vector< Realspreads
std::vector< Realnominals

Detailed Description

Arguments for cap/floor calculation