ql/instruments/cliquetoption.hpp File Reference
Detailed Description
Cliquet option.
#include <ql/instruments/oneassetoption.hpp>
#include <ql/instruments/payoffs.hpp>
#include <ql/time/date.hpp>
#include <vector>
Include dependency graph for cliquetoption.hpp:

Namespaces | |
| namespace | QuantLib |
Classes | |
| class | CliquetOption |
| cliquet (Ratchet) option More... | |
| class | CliquetOption::arguments |
| Arguments for cliquet option calculation More... | |
| class | CliquetOption::engine |
| Cliquet engine base class. More... | |