McCliquetOption(Option::Type type, double underlying, double moneyness, const std::vector< Spread > ÷ndYield, const std::vector< Rate > &riskFreeRate, const std::vector< Time > ×, const std::vector< double > &volatility, double accruedCoupon, double lastFixing, double localCap, double localFloor, double globalCap, double globalFloor, bool redemptionOnly, bool antitheticVariance, long seed=0) (defined in McCliquetOption) | McCliquetOption | |