CliquetOption::arguments Class Reference

#include <ql/instruments/cliquetoption.hpp>

List of all members.


Detailed Description

Arguments for cliquet option calculation


Public Member Functions

void validate () const

Public Attributes

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