QuantLib: CapFloor::arguments Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.12

Public Member Functions | Public Attributes | List of all members
CapFloor::arguments Class Reference

Arguments for cap/floor calculation More...

`#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