QuantLib_CliquetOption_arguments man page

CliquetOption::arguments — Arguments for cliquet option calculation  

Synopsis

#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

Author

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 Jun 2 2017 Version 1.10 QuantLib