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Sourcecode: quantlib version File versions

QuantLib::CapFloor::arguments Class Reference

#include <capfloor.hpp>

Inheritance diagram for QuantLib::CapFloor::arguments:

QuantLib::Arguments

List of all members.


Detailed Description

Arguments for cap/floor calculation

Definition at line 150 of file capfloor.hpp.


Public Member Functions

void validate () const

Public Attributes

std::vector< Time > accrualTimes
std::vector< Rate > capRates
std::vector< Time > endTimes
std::vector< Time > fixingTimes
std::vector< Rate > floorRates
std::vector< Rate > forwards
std::vector< Real > nominals
std::vector< Time > startTimes
CapFloor::Type type

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

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