# AmericanPayoffAtExpiry (3) - Linux Manuals

## AmericanPayoffAtExpiry: Analytic formula for American exercise payoff at-expiry options.

## NAME

QuantLib::AmericanPayoffAtExpiry - Analytic formula for American exercise payoff at-expiry options.

## SYNOPSIS

#include <ql/pricingengines/americanpayoffatexpiry.hpp>

### Public Member Functions

**AmericanPayoffAtExpiry** (Real spot, **DiscountFactor** discount, **DiscountFactor** dividendDiscount, Real variance, const boost::shared_ptr< **StrikedTypePayoff** > &payoff)

Real **value** () const

## Detailed Description

Analytic formula for American exercise payoff at-expiry options.

**Possible enhancements**

- calculate greeks

## Author

Generated automatically by Doxygen for QuantLib from the source code.