CliquetOption::arguments Class Reference

Arguments for cliquet option calculation More...

#include <ql/instruments/cliquetoption.hpp>

Inheritance diagram for CliquetOption::arguments:

Public Member Functions

void validate () const
 
- Public Member Functions inherited from Option::arguments
void validate () const
 
- Public Member Functions inherited from PricingEngine::arguments
virtual void validate () const =0
 

Public Attributes

Real accruedCoupon
 
Real lastFixing
 
Real localCap
 
Real localFloor
 
Real globalCap
 
Real globalFloor
 
std::vector< DateresetDates
 
- Public Attributes inherited from Option::arguments
boost::shared_ptr< Payoffpayoff
 
boost::shared_ptr< Exerciseexercise
 

Detailed Description

Arguments for cliquet option calculation