CapeTools Cliquet Engine

CapeTools Cliquet Engine

Welcome | Documentation format | QuantTools Groups | QuantTools Categories | Licence

http://www.QuantTools.com

In total there are 2 functions present within the CapeTools Cliquet Engine category of functions.

General Description

Functions to create several Cliquet engines for the pricing of Cliquet options. You can price Cliquet options via the CliquetOption() function using one of the following engines :

Analytic Cliquet Engine

Analytic Performance Engine

Function list.

AnaCliquetEngine - Creates an Analytic Cliquet Engine for pricing Cliquet options.
AnaPerformanceEngine - Creates an Analytic Performance Engine for pricing Cliquet options.