- QuantLib
- CliquetOption
- arguments
Arguments for cliquet option calculation More...
#include <ql/instruments/cliquetoption.hpp>

Public Member Functions | |
| void | validate () const |
Public Attributes | |
| Real | accruedCoupon |
| Real | lastFixing |
| Real | localCap |
| Real | localFloor |
| Real | globalCap |
| Real | globalFloor |
| std::vector< Date > | resetDates |
Arguments for cliquet option calculation