ql/pricingengines/americanpayoffathit.hpp File Reference
Analytical formulae for american exercise with payoff at hit. More...
#include <ql/instruments/payoffs.hpp>
Include dependency graph for americanpayoffathit.hpp:

Classes | |
class | AmericanPayoffAtHit |
Analytic formula for American exercise payoff at-hit options. More... |
Detailed Description
Analytical formulae for american exercise with payoff at hit.