globalCap (3) Linux Manual Page
QuantLib::CliquetOption::arguments – Arguments for cliquet option calculation Synopsis #include <ql/instruments/cliquetoption.hpp> Inherits QuantLib::Option::arguments. Public Member Functions void validate () const Public Attributes Real accruedCoupon Real lastFixing Real localCap Real localFloor Real globalCap Real globalFloor std::vector< Date > resetDates Detailed Description Arguments for cliquet option calculation Author Generated automatically by Doxygen for QuantLib from the source code.
