MCPerformance
Subtype of Pricing MethodCorresponds to the QuantLib MCPerformance Engine.
Monte Carlo pricing engine for performane cliquet options.
This method requires the specification of an object of type Model[Simulation]
Corresponds to the QuantLib MCPerformance Engine.
Monte Carlo pricing engine for performane cliquet options.
This method requires the specification of an object of type Model[Simulation]