CliquetOption Member List

This is the complete list of members for CliquetOption, including all inherited members.

CliquetOption(const QuantLib::ext::shared_ptr< PercentageStrikePayoff > &payoff, const QuantLib::ext::shared_ptr< EuropeanExercise > &maturity, const std::set< Date > &valuationDates, const Date &paymentDate, const Real notional, const Position::Type &longShort, const Real localCap=Null< Real >(), const Real localFloor=Null< Real >(), const Real globalCap=Null< Real >(), const Real globalFloor=Null< Real >(), const Real premium=Null< Real >(), const Date &premiumPayDate=Date(), const std::string &premiumCurrency="")	CliquetOption
globalCap_	CliquetOption	private
globalFloor_	CliquetOption	private
isExpired() const override	CliquetOption
localCap_	CliquetOption	private
localFloor_	CliquetOption	private
longShort_	CliquetOption	private
notional_	CliquetOption	private
paymentDate_	CliquetOption	private
premium_	CliquetOption	private
premiumCurrency_	CliquetOption	private
premiumPayDate_	CliquetOption	private
setupArguments(PricingEngine::arguments *) const override	CliquetOption
valuationDates() const	CliquetOption
valuationDates_	CliquetOption	private