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QuantLib_CapFloor_arguments
Langue: en
Version: 383545 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
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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