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