ql/pricingengines/americanpayoffathit.hpp File Reference


Detailed Description

Analytical formulae for american exercise with payoff at hit.

#include <ql/instruments/payoffs.hpp>

Include dependency graph for americanpayoffathit.hpp:


Namespaces

namespace  QuantLib

Classes

class  AmericanPayoffAtHit
 Analytic formula for American exercise payoff at-hit options. More...