NAME

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.


 

Index

NAME
SYNOPSIS
Public Member Functions
Public Attributes
Detailed Description
Author