ShoutCondition (3) - Linux Manuals
ShoutCondition: Shout option condition.
QuantLib::ShoutCondition - Shout option condition.
Inherits QuantLib::CurveDependentStepCondition< Array >.
Public Member Functions
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.
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