QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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Public Member Functions | Public Attributes | List of all members
CliquetOption::arguments Class Reference

Arguments for cliquet option calculation More...

#include <ql/instruments/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< DateresetDates
 

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.