QuantLib_CapFloor_arguments man page

CapFloor::arguments — Arguments for cap/floor calculation


#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


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

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

QuantLib Version 1.8.1 Fri Sep 23 2016