QuantLib 0.3.3
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Introduction to QuantLib
QuantLib components
Reference manual
CapFloorArguments Class Reference
#include <capfloor.hpp>
Inheritance diagram for CapFloorArguments:
Detailed Description
arguments for cap/floor calculation
Public Member Functions | |
| void | validate () const |
Public Attributes | |
| VanillaCapFloor::Type | type |
| std::vector< Time > | startTimes |
| std::vector< Time > | endTimes |
| std::vector< Time > | accrualTimes |
| std::vector< Rate > | capRates |
| std::vector< Rate > | floorRates |
| std::vector< Rate > | forwards |
| std::vector< double > | nominals |
The documentation for this class was generated from the following files:
- ql/Instruments/capfloor.hpp
- ql/Instruments/capfloor.cpp
