analyticperformanceengine.hpp File Reference

Analytic performance engine. More...

#include <ql/instruments/cliquetoption.hpp>
#include <ql/processes/blackscholesprocess.hpp>

Go to the source code of this file.

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

Namespaces
namespace	QuantLib

Detailed Description

Analytic performance engine.

Definition in file analyticperformanceengine.hpp.