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cliquetoption.hpp
Langue: en
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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