CliquetOption::engine Class Reference

Cliquet engine base class. More...

#include <ql/instruments/cliquetoption.hpp>

Inheritance diagram for CliquetOption::engine:

Additional Inherited Members

- Public Member Functions inherited from GenericEngine< CliquetOption::arguments, CliquetOption::results >
PricingEngine::arguments * getArguments () const
 
const PricingEngine::results * getResults () const
 
void reset ()
 
void update ()
 
- Protected Attributes inherited from GenericEngine< CliquetOption::arguments, CliquetOption::results >
CliquetOption::arguments arguments_
 
CliquetOption::results results_
 

Detailed Description

Cliquet engine base class.