QuantLib: McCliquetOption Class Reference

### A free/open-source library for quantitative finance

# McCliquetOption Class Reference

`#include <ql/legacy/pricers/mccliquetoption.hpp>`

Inheritance diagram for McCliquetOption:

[legend]

List of all members.

## Detailed Description

simple example of Monte Carlo pricer

## Public Member Functions
| McCliquetOption (Option::Type type, Real underlying, Real moneyness, const Handle< YieldTermStructure > &dividendYield, const Handle< YieldTermStructure > &riskFreeRate, const Handle< BlackVolTermStructure > &volatility, const std::vector< Time > &times, Real accruedCoupon, Real lastFixing, Real localCap, Real localFloor, Real globalCap, Real globalFloor, bool redemptionOnly, BigNatural seed=0)