- 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