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...