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americanpayoffathit.hpp
Langue: en
Version: 163241 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/pricingengines/americanpayoffathit.hpp - Analytical formulae for american exercise with payoff at hit.SYNOPSIS
#include <ql/instruments/payoffs.hpp>
Classes
class AmericanPayoffAtHit
Analytic formula for American exercise payoff at-hit options.
Detailed Description
Analytical formulae for american exercise with payoff at hit.
Author
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