americanpayoffatexpiry.hpp

Langue: en

Autres versions - même langue

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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