Logo Search packages:      
Sourcecode: quantlib version File versions  Download package


payoffs.hpp File Reference

Payoffs for various options. More...

#include <ql/option.hpp>
Include dependency graph for payoffs.hpp:
This graph shows which files directly or indirectly include this file:

Go to the source code of this file.


class  QuantLib::AssetOrNothingPayoff
 Binary asset-or-nothing payoff. More...
class  QuantLib::CashOrNothingPayoff
 Binary cash-or-nothing payoff. More...
class  QuantLib::GapPayoff
 Binary gap payoff. More...
class  QuantLib::PercentageStrikePayoff
 Payoff with strike expressed as percentage More...
class  QuantLib::PlainVanillaPayoff
 Plain-vanilla payoff. More...
class  QuantLib::StrikedTypePayoff
 Intermediate class for payoffs based on a fixed strike. More...
class  QuantLib::SuperSharePayoff
 Binary supershare payoff. More...
class  QuantLib::TypePayoff
 Intermediate class for call/put/straddle payoffs. More...

Detailed Description

Payoffs for various options.

Definition in file payoffs.hpp.

Generated by  Doxygen 1.6.0   Back to index