QuantLib_ShoutCondition man page
ShoutCondition — Shout option condition.
Inherits CurveDependentStepCondition< array_type >.
Public Member Functions
ShoutCondition (Option::Type type, Real strike, Time resTime, Rate rate)
ShoutCondition (const Array &intrinsicValues, Time resTime, Rate rate)
void applyTo (Array &a, Time t) const
Shout option condition.
A shout option is an option where the holder has the right to lock in a minimum value for the payoff at one (shout) time during the option's life. The minimum value is the option's intrinsic value at the shout time.
Generated automatically by Doxygen for QuantLib from the source code.
The man page ShoutCondition(3) is an alias of QuantLib_ShoutCondition(3).