SensitivityScenarioData::CapFloorVolShiftParData Struct Reference

Inheritance diagram for SensitivityScenarioData::CapFloorVolShiftParData:

Public Member Functions
	CapFloorVolShiftParData (SensitivityScenarioData::CapFloorVolShiftData c)

Public Attributes
vector< string >	parInstruments
bool	parInstrumentSingleCurve = true
std::string	discountCurve
map< string, string >	parInstrumentConventions
Public Attributes inherited from SensitivityScenarioData::CapFloorVolShiftData
string	indexName
Public Attributes inherited from SensitivityScenarioData::VolShiftData
vector< Period >	shiftExpiries
vector< Real >	shiftStrikes
bool	isRelative
Public Attributes inherited from SensitivityScenarioData::ShiftData
string	shiftType
Real	shiftSize