CliquetOption::arguments Class Reference

Arguments for cliquet option calculation More...

#include <ql/instruments/cliquetoption.hpp>

Public Member Functions
void	validate () const override

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