payoff.hpp

Langue: en

Autres versions - même langue

Version: 172459 (fedora - 06/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/payoff.hpp - Option payoff classes.

SYNOPSIS


#include <ql/types.hpp>
#include <ql/patterns/visitor.hpp>
#include <ql/errors.hpp>
#include <functional>

Classes


class Payoff
Abstract base class for option payoffs.

Detailed Description

Option payoff classes.

Author

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