CliquetOption::arguments Class Reference

Arguments for cliquet option calculation More...

#include <ql/instruments/cliquetoption.hpp>

Inheritance diagram for CliquetOption::arguments:

List of all members.

Public Member Functions

void validate () const

Public Attributes

Real accruedCoupon
Real lastFixing
Real localCap
Real localFloor
Real globalCap
Real globalFloor
std::vector< DateresetDates

Detailed Description

Arguments for cliquet option calculation