cliquetoption.hpp File Reference

Cliquet option. More...

#include <ql/instruments/oneassetoption.hpp>
#include <ql/instruments/payoffs.hpp>
#include <ql/exercise.hpp>
#include <ql/option.hpp>
#include <ql/position.hpp>
#include <set>

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Classes
class	CliquetOption
class	CliquetOption::arguments
class	CliquetOption::engine
	Cliquet engine base class. More...

Namespaces
namespace	QuantExt

Detailed Description

Cliquet option.

Definition in file cliquetoption.hpp.