Arguments for YoY Inflation cap/floor calculation More...
#include <ql/instruments/inflationcapfloor.hpp>
Inherits PricingEngine::arguments.
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 |
Arguments for YoY Inflation cap/floor calculation