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

payDates(3) is an alias of QuantLib_YoYInflationCapFloor_arguments(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib