Arguments for cliquet option calculation More...
#include <ql/instruments/cliquetoption.hpp>
Inheritance diagram for CliquetOption::arguments:Public Member Functions | |
| void | validate () const |
Public Member Functions inherited from Option::arguments | |
| void | validate () const |
Public Attributes | |
| Real | accruedCoupon |
| Real | lastFixing |
| Real | localCap |
| Real | localFloor |
| Real | globalCap |
| Real | globalFloor |
| std::vector< Date > | resetDates |
Public Attributes inherited from Option::arguments | |
| boost::shared_ptr< Payoff > | payoff |
| boost::shared_ptr< Exercise > | exercise |
Arguments for cliquet option calculation