QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Public Member Functions | Public Attributes | List of all members
CliquetOption::arguments Class Reference

Arguments for cliquet option calculation More...

#include <ql/instruments/cliquetoption.hpp>

Inherits arguments.

Public Member Functions

void validate () const
 

Public Attributes

Real accruedCoupon
 
Real lastFixing
 
Real localCap
 
Real localFloor
 
Real globalCap
 
Real globalFloor
 
std::vector< DateresetDates
 

Detailed Description

Arguments for cliquet option calculation