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mccliquetoption.hpp File Reference

Cliquet option priced with Monte Carlo simulation. More...

#include <ql/option.hpp>
#include <ql/types.hpp>
#include <ql/legacy/pricers/mcpricer.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp>
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Classes

class  QuantLib::McCliquetOption
 simple example of Monte Carlo pricer More...

Namespaces

namespace  QuantLib

Detailed Description

Cliquet option priced with Monte Carlo simulation.

Definition in file mccliquetoption.hpp.


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