24#ifndef ql_cliquet_option_hpp
25#define ql_cliquet_option_hpp
34 class EuropeanExercise;
53 const ext::shared_ptr<EuropeanExercise>& maturity,
54 std::vector<Date> resetDates);
80 CliquetOption::results> {};
Arguments for cliquet option calculation
std::vector< Date > resetDates
void validate() const override
Cliquet engine base class.
void setupArguments(PricingEngine::arguments *) const override
std::vector< Date > resetDates_
template base class for option pricing engines
template class providing a null value for a given type.
Base class for options on a single asset.
date- and time-related classes, typedefs and enumerations
Option on a single asset.
Payoffs for various options.