CliquetOptionArguments Class Reference

#include <cliquetengines.hpp>

Inheritance diagram for CliquetOptionArguments:

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Detailed Description

arguments for cliquet option calculation


Public Member Functions

void validate () const

Public Attributes

double moneyness
double accruedCoupon
double lastFixing
double localCap
double localFloor
double globalCap
double globalFloor
std::vector< DateresetDates


The documentation for this class was generated from the following file:

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