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

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

Wed Feb 7 2018 Version 1.10.1 QuantLib