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QuantLib_YoYInflationCapFloor_arguments
Langue: en
Version: 375953 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::YoYInflationCapFloor::arguments -Arguments for YoY Inflation cap/floor calculation
SYNOPSIS
#include <ql/instruments/inflationcapfloor.hpp>
Inherits QuantLib::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
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