Arguments for cap/floor calculation More...
#include <ql/instruments/capfloor.hpp>
Inherits PricingEngine::arguments.
Public Member Functions | |
| void | validate () const |
Public Attributes | |
| CapFloor::Type | type |
| std::vector< Date > | startDates |
| std::vector< Date > | fixingDates |
| std::vector< Date > | endDates |
| 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< Real > | nominals |
| std::vector< ext::shared_ptr< InterestRateIndex > > | indexes |
Arguments for cap/floor calculation