QuantLib_CliquetOption_arguments man page

CliquetOption::arguments — Arguments for cliquet option calculation


#include <ql/instruments/cliquetoption.hpp>

Inherits 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


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

accruedCoupon(3), globalCap(3), globalFloor(3), lastFixing(3), localCap(3), localFloor(3) and resetDates(3) are aliases of QuantLib_CliquetOption_arguments(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib