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... |