24#ifndef ql_cliquet_option_hpp
25#define ql_cliquet_option_hpp
27#include <ql/instruments/oneassetoption.hpp>
28#include <ql/instruments/payoffs.hpp>
29#include <ql/time/date.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.