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americanpayoffatexpiry.hpp
Langue: en
Version: 379223 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/pricingengines/americanpayoffatexpiry.hpp -Analytical formulae for american exercise with payoff at expiry.
SYNOPSIS
#include <ql/instruments/payoffs.hpp>
Classes
class AmericanPayoffAtExpiry
Analytic formula for American exercise payoff at-expiry options.
Detailed Description
Analytical formulae for american exercise with payoff at expiry.
Author
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