americanpayoffathit.hpp

Langue: en

Autres versions - même langue

Version: 163241 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

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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