Rechercher une page de manuel
payoffs.hpp
Langue: en
Version: 381187 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/instruments/payoffs.hpp -Payoffs for various options.
SYNOPSIS
#include <ql/option.hpp>
#include <ql/payoff.hpp>
Classes
class NullPayoff
Dummy payoff class.
class TypePayoff
Intermediate class for put/call payoffs.
class FloatingTypePayoff
Payoff based on a floating strike
class StrikedTypePayoff
Intermediate class for payoffs based on a fixed strike.
class PlainVanillaPayoff
Plain-vanilla payoff.
class PercentageStrikePayoff
Payoff with strike expressed as percentage
class AssetOrNothingPayoff
Binary asset-or-nothing payoff.
class CashOrNothingPayoff
Binary cash-or-nothing payoff.
class GapPayoff
Binary gap payoff.
class SuperFundPayoff
Binary supershare and superfund payoffs.
class SuperSharePayoff
Binary supershare payoff.
Detailed Description
Payoffs for various options.
Author
Generated automatically by Doxygen for QuantLib from the source code.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre