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Model[Cliquet_Option]

"Model[Cliquet Option]" is a special type of Model that represents all modelling assumptions needed in valuation algorithms concerning objects of type Cliquet Option.
The pricing succeeds by any of 3 different methods listed in
Model[Cliquet Option]::Pricing Method

The following quantities may be also calculated and reported along the price.
Delta
Refers to the output of QuantLib's delta function.
Dividend Rho
Refers to the output of QuantLib's dividendRho function.
Gamma
Refers to the output of QuantLib's gamma function.
Price
The output refers to the price of the referenced tradable contract.
Rho
Refers to the output of QuantLib's rho function.
Theta
Refers to the output of QuantLib's theta function.
Vega
Refers to the output of QuantLib's vega function.

The quantities listed in
McSimulation Extra Data are reportable when Monte Carlo Simulation is used.