CPICapFloor::arguments Class Reference

#include <ql/instruments/cpicapfloor.hpp>

Inheritance diagram for CPICapFloor::arguments:

Collaboration diagram for CPICapFloor::arguments:

Public Member Functions
void	validate () const override
Public Member Functions inherited from PricingEngine::arguments
virtual	~arguments ()=default
virtual void	validate () const =0

Public Attributes
Option::Type	type
Real	nominal
Date	startDate
Date	fixDate
Date	payDate
Real	baseCPI
Date	maturity
Calendar	fixCalendar
Calendar	payCalendar
BusinessDayConvention	fixConvention
BusinessDayConvention	payConvention
Rate	strike
ext::shared_ptr< ZeroInflationIndex >	index
Period	observationLag
CPI::InterpolationType	observationInterpolation

Detailed Description

Definition at line 116 of file cpicapfloor.hpp.

Member Function Documentation

validate()

void validate ( ) const

overridevirtual

Implements PricingEngine::arguments.

Definition at line 89 of file cpicapfloor.cpp.

Member Data Documentation

type

Option::Type type

Definition at line 118 of file cpicapfloor.hpp.

nominal

Real nominal

Definition at line 119 of file cpicapfloor.hpp.

startDate

Date startDate

Definition at line 120 of file cpicapfloor.hpp.

fixDate

Date fixDate

Definition at line 120 of file cpicapfloor.hpp.

payDate

Date payDate

Definition at line 120 of file cpicapfloor.hpp.

baseCPI

Real baseCPI

Definition at line 121 of file cpicapfloor.hpp.

maturity

Date maturity

Definition at line 122 of file cpicapfloor.hpp.

fixCalendar

Calendar fixCalendar

Definition at line 123 of file cpicapfloor.hpp.

payCalendar

Calendar payCalendar

Definition at line 123 of file cpicapfloor.hpp.

fixConvention

BusinessDayConvention fixConvention

Definition at line 124 of file cpicapfloor.hpp.

payConvention

BusinessDayConvention payConvention

Definition at line 124 of file cpicapfloor.hpp.

strike

Rate strike

Definition at line 125 of file cpicapfloor.hpp.

index

ext::shared_ptr<ZeroInflationIndex> index

Definition at line 126 of file cpicapfloor.hpp.

observationLag

Period observationLag

Definition at line 127 of file cpicapfloor.hpp.

observationInterpolation

CPI::InterpolationType observationInterpolation

Definition at line 128 of file cpicapfloor.hpp.