cliquetengines

Langue: en

Autres versions - même langue

Version: 378313 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

NAME

Cliquet option engines -

Classes


class AnalyticCliquetEngine
Pricing engine for Cliquet options using analytical formulae.
class AnalyticPerformanceEngine
Pricing engine for performance options using analytical formulae.

Author

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