CapFloor::arguments Class Reference

Inheritance diagram for CapFloor::arguments:

Detailed Description

Public Member Functions
void	validate () const
Public Attributes
CapFloor::Type	type
std::vector< Time >	startTimes
std::vector< Time >	fixingTimes
std::vector< Time >	endTimes
std::vector< Time >	accrualTimes
std::vector< Rate >	capRates
std::vector< Rate >	floorRates
std::vector< Rate >	forwards
std::vector< double >	nominals