ql/instruments/payoffs.hpp File Reference


Detailed Description

Payoffs for various options.

#include <ql/option.hpp>

Include dependency graph for payoffs.hpp:


Namespaces

namespace  QuantLib

Classes

class  TypePayoff
 Intermediate class for put/call payoffs. More...
class  FloatingTypePayoff
 Payoff based on a floating strike More...
class  StrikedTypePayoff
 Intermediate class for payoffs based on a fixed strike. More...
class  PlainVanillaPayoff
 Plain-vanilla payoff. More...
class  PercentageStrikePayoff
 Payoff with strike expressed as percentage More...
class  AssetOrNothingPayoff
 Binary asset-or-nothing payoff. More...
class  CashOrNothingPayoff
 Binary cash-or-nothing payoff. More...
class  GapPayoff
 Binary gap payoff. More...
class  SuperFundPayoff
 Binary superfund payoff. More...
class  SuperSharePayoff
 Binary supershare payoff. More...