YoYInflationCapFloor::arguments Class Reference

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

#include <ql/instruments/inflationcapfloor.hpp>

Inherits QuantLib::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< DatestartDates
std::vector< DatefixingDates
std::vector< DatepayDates
std::vector< Time > accrualTimes
std::vector< RatecapRates
std::vector< RatefloorRates
std::vector< Realgearings
std::vector< Realspreads
std::vector< Realnominals


Detailed Description

Arguments for YoY Inflation cap/floor calculation