QuantLib_AmericanPayoffAtExpiry man page

AmericanPayoffAtExpiry — Analytic formula for American exercise payoff at-expiry options.  

Synopsis

#include <ql/pricingengines/americanpayoffatexpiry.hpp>

Public Member Functions

AmericanPayoffAtExpiry (Real spot, DiscountFactor discount, DiscountFactor dividendDiscount, Real variance, const boost::shared_ptr< StrikedTypePayoff > &payoff, bool knock_in=true)
Real value () const

Detailed Description

Analytic formula for American exercise payoff at-expiry options.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

AmericanPayoffAtExpiry(3) and ql-value(3) are aliases of QuantLib_AmericanPayoffAtExpiry(3).

Fri Feb 10 2017 Version 1.9.1 QuantLib