McCliquetOption Class Reference

simple example of Monte Carlo pricer More...

#include <ql/legacy/pricers/mccliquetoption.hpp>

Inheritance diagram for McCliquetOption:

List of all members.

Public Member Functions

 McCliquetOption (Option::Type type, Real underlying, Real moneyness, const Handle< YieldTermStructure > &dividendYield, const Handle< YieldTermStructure > &riskFreeRate, const Handle< BlackVolTermStructure > &volatility, const std::vector< Time > &times, Real accruedCoupon, Real lastFixing, Real localCap, Real localFloor, Real globalCap, Real globalFloor, bool redemptionOnly, BigNatural seed=0)


Detailed Description

simple example of Monte Carlo pricer