QuantLib: ql/pricingengines/cliquet/analyticperformanceengine.hpp File Reference

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

# ql/pricingengines/cliquet/analyticperformanceengine.hpp File Reference

## Detailed Description

Analytic performance engine.

`#include <ql/instruments/cliquetoption.hpp>`
`#include <ql/processes/blackscholesprocess.hpp>`

Include dependency graph for analyticperformanceengine.hpp:

## Namespaces
namespace | QuantLib
## Classes
class | AnalyticPerformanceEngine
| Pricing engine for performance options using analytical formulae. More...