cliquetoption.hpp
Definition: cliquetoption.hpp:33
Definition: abcd.hpp:38
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)
Definition: abcd.hpp:30