Rechercher une page de manuel
QuantLib_CliquetOption_engine
Langue: en
Version: 375225 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
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
Generated automatically by Doxygen for QuantLib from the source code.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre