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forwards: Arguments for cap/floor calculation

NAME

QuantLib::CapFloor::arguments - Arguments for cap/floor calculation

SYNOPSIS

#include <ql/instruments/capfloor.hpp>

Inherits QuantLib::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

Detailed Description

Arguments for cap/floor calculation

Author

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