McCliquetOption Class Reference

#include <ql/Pricers/mccliquetoption.hpp>

Inheritance diagram for McCliquetOption:

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Detailed Description

simple example of Monte Carlo pricer


Public Member Functions

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


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