ShoutCondition (3) Linux Manual Page
QuantLib::ShoutCondition – Shout option condition.
Synopsis
#include <ql/methods/finitedifferences/shoutcondition.hpp>Inherits QuantLib::CurveDependentStepCondition< Array >.
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
Detailed Description
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.