QuantLib_CliquetOption_engine man page

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 >.

Additional Inherited Members

Detailed Description

Cliquet engine base class.

Author

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Info

Fri Sep 23 2016 Version 1.8.1 QuantLib