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Reference manual - version qle_version
CliquetOption Member List

This is the complete list of members for CliquetOption, including all inherited members.

CliquetOption(const boost::shared_ptr< PercentageStrikePayoff > &payoff, const boost::shared_ptr< EuropeanExercise > &maturity, const std::set< Date > &valuationDates, const Date &paymentDate, const Real notional, const Position::Type &longShort, const Real localCap=Null< Real >(), const Real localFloor=Null< Real >(), const Real globalCap=Null< Real >(), const Real globalFloor=Null< Real >(), const Real premium=Null< Real >(), const Date &premiumPayDate=Date(), const std::string &premiumCurrency="") (defined in CliquetOption)CliquetOption
isExpired() const override (defined in CliquetOption)CliquetOption
setupArguments(PricingEngine::arguments *) const override (defined in CliquetOption)CliquetOption
valuationDates() const (defined in CliquetOption)CliquetOption