QuantLib_AmericanPayoffAtHit man page

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

Synopsis

#include <ql/pricingengines/americanpayoffathit.hpp>

Public Member Functions

AmericanPayoffAtHit (Real spot, DiscountFactor discount, DiscountFactor dividendDiscount, Real variance, const boost::shared_ptr< StrikedTypePayoff > &payoff)
Real value () const
Real delta () const
Real gamma () const
Real rho (Time maturity) const

Detailed Description

Analytic formula for American exercise payoff at-hit options.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

AmericanPayoffAtHit(3), delta(3), ql-gamma(3) and rho(3) are aliases of QuantLib_AmericanPayoffAtHit(3).

Fri Feb 10 2017 Version 1.9.1 QuantLib