CliquetOption::arguments Class Reference
#include <ql/instruments/cliquetoption.hpp>
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< Date > | resetDates |