cliquetoption (3) - Linux Manuals

cliquetoption: Cliquet option.

NAME

ql/instruments/cliquetoption.hpp - Cliquet option.

SYNOPSIS


#include <ql/instruments/oneassetoption.hpp>
#include <ql/instruments/payoffs.hpp>
#include <ql/time/date.hpp>
#include <vector>

Classes


class CliquetOption
cliquet (Ratchet) option
class arguments
Arguments for cliquet option calculation
class engine
Cliquet engine base class.

Detailed Description

Cliquet option.

Author

Generated automatically by Doxygen for QuantLib from the source code.