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
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Public Member Functions |
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| McCliquetOption (Option::Type type, double underlying, double moneyness, const std::vector< Spread > ÷ndYield, const std::vector< Rate > &riskFreeRate, const std::vector< Time > ×, const std::vector< double > &volatility, double accruedCoupon, double lastFixing, double localCap, double localFloor, double globalCap, double globalFloor, bool redemptionOnly, bool antitheticVariance, long seed=0) |
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