ql/pricingengines/cliquet/analyticperformanceengine.hpp File Reference


Detailed Description

Analytic performance engine.

#include <ql/instruments/cliquetoption.hpp>

Include dependency graph for analyticperformanceengine.hpp:


Namespaces

namespace  QuantLib

Classes

class  AnalyticPerformanceEngine
 Pricing engine for performance options using analytical formulae. More...