1Cliquet option engines(3)          QuantLib          Cliquet option engines(3)
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NAME

6       Cliquet option engines -
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Detailed Description

9   Classes
10       class AnalyticCliquetEngine
11           Pricing engine for Cliquet options using analytical formulae.
12       class AnalyticPerformanceEngine
13           Pricing engine for performance options using analytical formulae.
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17Version 0.8.1                     29 Oct 2007        Cliquet option engines(3)