CliquetOption::arguments Class Reference

Inheritance diagram for CliquetOption::arguments:

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