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Sourcecode: quantlib version File versions  Download package

payoffs.hpp File Reference


Detailed Description

Payoffs for various options.

Definition in file payoffs.hpp.

#include <ql/option.hpp>
#include <ql/payoff.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::AssetOrNothingPayoff
 Binary asset-or-nothing payoff. More...
class  QuantLib::CashOrNothingPayoff
 Binary cash-or-nothing payoff. More...
class  QuantLib::FloatingTypePayoff
 Payoff based on a floating strike More...
class  QuantLib::GapPayoff
 Binary gap payoff. More...
class  QuantLib::NullPayoff
 Dummy payoff class. 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::SuperFundPayoff
 Binary supershare and superfund payoffs. More...
class  QuantLib::SuperSharePayoff
 Binary supershare payoff. More...
class  QuantLib::TypePayoff
 Intermediate class for put/call payoffs. More...


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