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<b>QuantLib</b>::<a class="el" href="class_quant_lib_1_1_mc_cliquet_option.html">McCliquetOption</a></div>
<h1>McCliquetOption Class Reference</h1><!-- doxytag: class="QuantLib::McCliquetOption" --><!-- doxytag: inherits="QuantLib::McPricer" --><code>#include <ql/Pricers/mccliquetoption.hpp></code>
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Inheritance diagram for McCliquetOption:<p><center><img src="class_quant_lib_1_1_mc_cliquet_option__inherit__graph.png" border="0" usemap="#_mc_cliquet_option__inherit__map" alt="Inheritance graph"></center>
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simple example of Monte Carlo pricer
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8a39fcd71f4d64fff6a1ead60e688c7a"></a><!-- doxytag: member="QuantLib::McCliquetOption::McCliquetOption" ref="8a39fcd71f4d64fff6a1ead60e688c7a" args="(Option::Type type, Real underlying, Real moneyness, const Handle< YieldTermStructure > &dividendYield, const Handle< YieldTermStructure > &riskFreeRate, const Handle< BlackVolTermStructure > &volatility, const std::vector< Time > &times, Real accruedCoupon, Real lastFixing, Real localCap, Real localFloor, Real globalCap, Real globalFloor, bool redemptionOnly, BigNatural seed=0)" -->
</td><td class="memItemRight" valign="bottom"><b>McCliquetOption</b> (Option::Type type, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> underlying, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> moneyness, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > &dividendYield, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > &riskFreeRate, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_black_vol_term_structure.html">BlackVolTermStructure</a> > &volatility, const std::vector< <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > &times, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> accruedCoupon, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> lastFixing, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> localCap, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> localFloor, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> globalCap, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> globalFloor, bool redemptionOnly, BigNatural seed=0)</td></tr>
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