QuantLib_YoYInflationCapFloor_arguments man page

YoYInflationCapFloor::arguments — Arguments for YoY Inflation cap/floor calculation  

Synopsis

#include <ql/instruments/inflationcapfloor.hpp>

Inherits PricingEngine::arguments.

Public Member Functions

void validate () const

Public Attributes

YoYInflationCapFloor::Type type
boost::shared_ptr< YoYInflationIndex > index
Period observationLag
std::vector< Date > startDates
std::vector< Date > fixingDates
std::vector< Date > payDates
std::vector< Time > accrualTimes
std::vector< Rate > capRates
std::vector< Rate > floorRates
std::vector< Real > gearings
std::vector< Real > spreads
std::vector< Real > nominals

Detailed Description

Arguments for YoY Inflation cap/floor calculation

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man page payDates(3) is an alias of QuantLib_YoYInflationCapFloor_arguments(3).

Fri Sep 1 2017 Version 1.10.1 QuantLib