YoYInflationCapFloor::arguments Class Reference

Arguments for YoY Inflation cap/floor calculation More...

#include <ql/instruments/inflationcapfloor.hpp>

Inherits PricingEngine::arguments.

List of all members.

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

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Detailed Description

Arguments for YoY Inflation cap/floor calculation