---

CapletData Struct Reference

#include <LiborCalibrator.h>

List of all members.

---

Detailed Description

Accrual interval (given by p), strike and analytic forward caplet price.

Definition at line 143 of file LiborCalibrator.h.

Public Member Functions
	CapletData ()
Public Attributes
int	i
Real	strike
Real	forwardPrice
Real	calibratedForwardPrice
Real	error

---

Constructor & Destructor Documentation

CapletData::CapletData (    )  [inline]

All fields intialized with 0. Definition at line 149 of file LiborCalibrator.h.

---

Member Data Documentation

int CapletData::i

Definition at line 145 of file LiborCalibrator.h.

Real CapletData::strike

Definition at line 146 of file LiborCalibrator.h.

Real CapletData::forwardPrice

Definition at line 146 of file LiborCalibrator.h.

Real CapletData::calibratedForwardPrice

Definition at line 146 of file LiborCalibrator.h.

Real CapletData::error

Definition at line 146 of file LiborCalibrator.h.

---

The documentation for this struct was generated from the following file:

• LiborCalibrator.h

---