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.
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ShoutCondition(3) is an alias of QuantLib_ShoutCondition(3).