McCliquetOption Class Reference#include <ql/Pricers/mccliquetoption.hpp>
Inheritance diagram for McCliquetOption:
[legend]List of all members.
Detailed Description
simple example of Monte Carlo pricer
|
Public Member Functions |
| McCliquetOption (Option::Type type, Real underlying, Real moneyness, const RelinkableHandle< TermStructure > ÷ndYield, const RelinkableHandle< TermStructure > &riskFreeRate, const RelinkableHandle< BlackVolTermStructure > &volatility, const std::vector< Time > ×, Real accruedCoupon, Real lastFixing, Real localCap, Real localFloor, Real globalCap, Real globalFloor, bool redemptionOnly, BigNatural seed=0) |
|