globalCap (3) - Linux Man Page

Index of globalCap man page
Linux Man Page Session 3 | Linux Man Page

 

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

Generated automatically by Doxygen for QuantLib from the source code.

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Index

NAME

SYNOPSIS

Public Member Functions

Public Attributes

Detailed Description

Author

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