[Quantlib-dev] legacy McCliquetOption class

[Ferdinando A. <na...@am...>]

Hi all

McCliquetOption

I wrote McCliquetOption 5 years ago and even then I was quite
unsatisfied, since it priced cliquet option using local vol neglecting
the smile dynamic (or even worse using a black model with no smile).

Because of its inappropriate modeling and since it is the last legacy
class inheriting from the obsolete and deprecated McPricer, I suggest
to remove it before 1.0

ciao -- Nando