# AmericanPayoffAtHit (3) - Linux Manuals

## AmericanPayoffAtHit: Analytic formula for American exercise payoff at-hit options.

## NAME

QuantLib::AmericanPayoffAtHit - Analytic formula for American exercise payoff at-hit options.

## SYNOPSIS

#include <ql/pricingengines/americanpayoffathit.hpp>

### Public Member Functions

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

**Real** **value** () const

**Real** **delta** () const

**Real** **gamma** () const

**Real** **rho** (**Time** maturity) const

## Detailed Description

Analytic formula for American exercise payoff at-hit options.

**Possible enhancements**

- calculate greeks

## Author

Generated automatically by Doxygen for QuantLib from the source code.