cliquetoption.hpp

Langue: en

Autres versions - même langue

Version: 379321 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

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 CliquetOption::arguments
Arguments for cliquet option calculation
class CliquetOption::engine
Cliquet engine base class.

Detailed Description

Cliquet option.

Author

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