Arguments for cliquet option calculation More...
#include <ql/instruments/cliquetoption.hpp>
 Inheritance diagram for CliquetOption::arguments:
 Inheritance diagram for CliquetOption::arguments:| Public Member Functions | |
| void | validate () const | 
|  Public Member Functions inherited from Option::arguments | |
| void | validate () const | 
| Public Attributes | |
| Real | accruedCoupon | 
| Real | lastFixing | 
| Real | localCap | 
| Real | localFloor | 
| Real | globalCap | 
| Real | globalFloor | 
| std::vector< Date > | resetDates | 
|  Public Attributes inherited from Option::arguments | |
| boost::shared_ptr< Payoff > | payoff | 
| boost::shared_ptr< Exercise > | exercise | 
Arguments for cliquet option calculation