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Cliquet Option is a Tradable that represents a series of consecutive Forward Start Option contracts sharing the same Key Cliquet Option::Moneyness
The strike of each option is not known in advance. It is rather set on the expiry date of the previous option so that it equals the underlying price on that date, multiplied by a fixed factor called "moneyness".

The following features are currently not supported by QuantLib.
American and Bermudan exercise style, barriers, discrete dividends/storage costs.

The pricing methodology is specified in
Model[Cliquet Option]

No QuantLib issues have been identified: