cliquetoption.hpp File Reference

Cliquet option. More...

#include <ql/instruments/oneassetoption.hpp>
#include <ql/instruments/payoffs.hpp>
#include <ql/time/date.hpp>
#include <vector>
Include dependency graph for cliquetoption.hpp:

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

 QuantLib
 

Detailed Description

Cliquet option.