CliquetOptionMcScriptEngine Class Reference

Inheritance diagram for CliquetOptionMcScriptEngine:

Public Member Functions
	CliquetOptionMcScriptEngine (const std::string &underlying, const std::string &baseCcy, const std::string &underlyingCcy, const boost::shared_ptr< GeneralizedBlackScholesProcess > &p, const std::set< std::string > &tradeTypes, const Size samples, const Size regressionOrder, bool interactive, bool scriptedLibraryOverride)
void	calculate () const override