Reference manual - version qle_version
QuantExt
CliquetOption
arguments
Public Member Functions
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Public Attributes
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List of all members
CliquetOption::arguments Class Reference
Inheritance diagram for CliquetOption::arguments:
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legend
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Public Member Functions
void
validate
() const override
Public Attributes
Option::Type
type
Position::Type
longShort
Real
notional
Real
moneyness
std::set< Date >
valuationDates
Date
paymentDate
Real
localCap
Real
localFloor
Real
globalCap
Real
globalFloor
Real
premium
Date
premiumPayDate
std::string
premiumCurrency
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