cliquetoption.hpp File Reference

Cliquet option. More...

#include <ql/instruments/oneassetoption.hpp>
#include <ql/instruments/payoffs.hpp>
#include <ql/time/date.hpp>
#include <vector>

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Classes
class	CliquetOption
	cliquet (Ratchet) option More...
class	CliquetOption::arguments
	Arguments for cliquet option calculation More...
class	CliquetOption::engine
	Cliquet engine base class. More...

Namespaces
namespace	QuantLib

Detailed Description

Cliquet option.

Definition in file cliquetoption.hpp.