CapFloorArguments Class Reference

#include <capfloor.hpp>

Inheritance diagram for CapFloorArguments:

Inheritance graph
[legend]
List of all members.

Detailed Description

arguments for cap/floor calculation


Public Member Functions

void validate () const

Public Attributes

VanillaCapFloor::Type type
std::vector< TimestartTimes
std::vector< TimeendTimes
std::vector< TimeaccrualTimes
std::vector< RatecapRates
std::vector< RatefloorRates
std::vector< Rateforwards
std::vector< double > nominals


The documentation for this class was generated from the following files:

QuantLib.org
QuantLib
Hosted by
SourceForge.net Logo
Documentation generated by
doxygen