Public Member Functions | List of all members
QuantLibAddin::CliquetOption Class Reference

#include <qlo/cliquetoption.hpp>

Inheritance diagram for QuantLibAddin::CliquetOption:
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Public Member Functions

 CliquetOption (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const boost::shared_ptr< QuantLib::PercentageStrikePayoff > &payoff, const boost::shared_ptr< QuantLib::EuropeanExercise > &exercise, const std::vector< QuantLib::Date > &resetDates, bool permanent)
 

Constructor & Destructor Documentation

◆ CliquetOption()

QuantLibAddin::CliquetOption::CliquetOption ( const boost::shared_ptr< ObjectHandler::ValueObject > &  properties,
const boost::shared_ptr< QuantLib::PercentageStrikePayoff > &  payoff,
const boost::shared_ptr< QuantLib::EuropeanExercise > &  exercise,
const std::vector< QuantLib::Date > &  resetDates,
bool  permanent 
)
The documentation for this class was generated from the following file: