QuantLib_CapFloor_arguments man page

CapFloor::arguments — Arguments for cap/floor calculation  

Synopsis

#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< boost::shared_ptr< InterestRateIndex > > indexes

Detailed Description

Arguments for cap/floor calculation

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man pages accrualTimes(3), endDates(3), forwards(3), gearings(3), indexes(3), spreads(3) and startDates(3) are aliases of QuantLib_CapFloor_arguments(3).

Fri Sep 1 2017 Version 1.10.1 QuantLib