CliquetOption::arguments Class Reference

Arguments for cliquet option calculation More...

#include <cliquetoption.hpp>

Inheritance diagram for CliquetOption::arguments:

Collaboration diagram for CliquetOption::arguments:

Public Member Functions
	arguments ()
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

Definition at line 63 of file cliquetoption.hpp.

Constructor & Destructor Documentation

arguments()

arguments

(

)

Definition at line 65 of file cliquetoption.hpp.

Member Function Documentation

validate()

void validate ( ) const

override

Definition at line 39 of file cliquetoption.cpp.

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Member Data Documentation

accruedCoupon

Real accruedCoupon

Definition at line 72 of file cliquetoption.hpp.

lastFixing

Real lastFixing

Definition at line 72 of file cliquetoption.hpp.

localCap

Real localCap

Definition at line 73 of file cliquetoption.hpp.

localFloor

Real localFloor

Definition at line 73 of file cliquetoption.hpp.

globalCap

Real globalCap

Definition at line 73 of file cliquetoption.hpp.

globalFloor

Real globalFloor

Definition at line 73 of file cliquetoption.hpp.

resetDates

std::vector<Date> resetDates

Definition at line 74 of file cliquetoption.hpp.