PrcObjCliquetOption




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Prices a CliquetOption object.

This function requires the input of an option pricing object key, which must have been produced via a call to the CliquetOption() function.

This function would have returned a string 'KEY' which is to be passed to the 'Key' parameter of this function.



Note: Within Excel, the function is named - CT.OPT.PrcObjCliquetOption


High level graphic of PrcObjCliquetOption() function with parameters. Blue square node is the actual function with the parameters ordered.



Parameter Description


  1. Key parameter

    Option object Key to an already created CliquetOption object.
  2. ValueDate parameter

    Key to an already created Valuation Date Object. (Via the ValueDateObj() function).
  3. Greek parameter

    The Greek value you would like to see.


Extended information

Function Syntax

VB Syntax 


Double CTEngineOptions.PrcObjCliquetOption( _
String Key, _
String ValueDate, _
String Greek)


Excel Spreadsheet Syntax 


=CT.OPT.PrcObjCliquetOption(
Excel String Cell Key,
Excel String Cell ValueDate,
Excel String Cell Greek)


C++ Syntax 


static double PrcObjCliquetOption(
std::string Key,
std::string ValueDate,
std::string Greek);


DotNET Syntax 


System.Double CTEngineOptionsSA.PrcObjCliquetOption(
System.String Key,
System.String ValueDate,
System.String Greek);

Parameter data types

ArgNameArgTypeIsKey
KeyStringTRUE
ValueDateStringTRUE
GreekStringFALSE

Example Inputs

The first column represents the name of the parameters. The second column specifies whether the parameters are optional or not. Finally the last column provides some sample input data.
Function call input string-keys are always in the format : "NAME.EXTTAG.TICKER" The "EXTTAG.TICKER" part is determined from the output of other, capetools, object creation functions.


ArgNameIsOptional (Excel only)Example
KeyFALSEKeyNAME.EXTTAG.TICKER (from a function call)
ValueDateFALSEValueDateNAME.EXTTAG.TICKER (from a function call)
GreekFALSEPREMIUM


Example function usage


The C# example below contains all the sub-function calls leading up to this function call. As a result, the example can contain a lot of code.

The VB.NET, J#, C++.NET, Java, Excel VBA, Visual Basic 6 (via COM) and C++ examples below contain function code stubs for the calls leading up to this function call. However, the function call for this function is displayed.
You can easily reproduce the stub functions code from the C# example.


If you are accessing this functrion via the MiniXL libraries, this function is present within the CT.QL.EnginePricing20 MiniXL Excel Addin.

Within our Excel Example Addin Generator, we have used the following QuantTools sub-functions in order to prepare the arguments needed to call the PrcObjCliquetOption() function. If you are executing this function via the MiniXL libraries, the module addin name, (in brackets, to the right of the sub-functions listed below), indicates the MiniXL library in which the sub-function is held. You will need to load this library into your Excel session (along with any other libraries that the sub-function call within the addin requires (ie - CT.QT.Utils20 addin in almost all cases) in order for the example to compute successfully.

These are the financial QuantTools sub-function calls that are used within the examples :





The objects generated by these sub-functions are inter-connected in the following way :




The following four examples demostrate calling this function within a Microsoft .NET environment

The following four examples demostrate calling this function within a non .NET environment

The following is a sample output from executing the PrcObjCliquetOption() function call


128.460248181789

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