A free/open-source library for quantitative finance
Version 1.1
Getting started
Introduction
Where to get QuantLib
Installation
Configuration
Usage
Version history
Additional resources
The QuantLib group
Copyright and license
Reference manual
Modules
Class Hierarchy
Compound List
File List
Compound Members
File Members
Todo List
Known Bugs
Caveats
Test Suite
Examples
Classes
Cliquet option engines
Pricing engines
Classes
class
AnalyticCliquetEngine
Pricing engine for Cliquet options using analytical formulae.
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class
AnalyticPerformanceEngine
Pricing engine for performance options using analytical formulae.
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