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QuantLib_CliquetOption_arguments
Langue: en
Version: 381075 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::CliquetOption::arguments -Arguments for cliquet option calculation
SYNOPSIS
#include <ql/instruments/cliquetoption.hpp>
Inherits QuantLib::Option::arguments.
Public Member Functions
void validate () const
Public Attributes
Real accruedCoupon
Real lastFixing
Real localCap
Real localFloor
Real globalCap
Real globalFloor
std::vector< Date > resetDates
Detailed Description
Arguments for cliquet option calculation
Author
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