QuantLib_CliquetOption_engine

Langue: en

Autres versions - même langue

Version: 375225 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::CliquetOption::engine -

Cliquet engine base class.

SYNOPSIS


#include <ql/instruments/cliquetoption.hpp>

Inherits GenericEngine< CliquetOption::arguments, CliquetOption::results >.

Inherited by AnalyticCliquetEngine, AnalyticPerformanceEngine, and MCPerformanceEngine< RNG, S >.

Detailed Description

Cliquet engine base class.

Author

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