resetDates (3) Linux Manual Page
QuantLib::CliquetOption::arguments – Arguments for cliquet option calculation
Synopsis
void validate () const
Public AttributesInherits QuantLib::Option::arguments.
Public Member Functions
void validate () const
Public AttributesReal accruedCoupon
Real lastFixing
Real localCap
Real localFloor
Real globalCap
Real globalFloor
std::vector< Date > resetDates
Detailed Description
Arguments for cliquet option calculation
Author
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