Arguments for cliquet option calculation More...
#include <ql/instruments/cliquetoption.hpp>
Public Member Functions | |
void | validate () const |
![]() | |
void | validate () const |
Public Attributes | |
Real | accruedCoupon |
Real | lastFixing |
Real | localCap |
Real | localFloor |
Real | globalCap |
Real | globalFloor |
std::vector< Date > | resetDates |
![]() | |
ext::shared_ptr< Payoff > | payoff |
ext::shared_ptr< Exercise > | exercise |
Arguments for cliquet option calculation