payoffs (3) - Linux Manuals

payoffs: Payoffs for various options.

NAME

ql/instruments/payoffs.hpp - Payoffs for various options.

SYNOPSIS

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

Classes

class NullPayoff
Dummy payoff class.
class TypePayoff
Intermediate class for put/call payoffs.
class FloatingTypePayoff
Payoff based on a floating strike
class StrikedTypePayoff
Intermediate class for payoffs based on a fixed strike.
class PlainVanillaPayoff
Plain-vanilla payoff.
class PercentageStrikePayoff
Payoff with strike expressed as percentage
class AssetOrNothingPayoff
Binary asset-or-nothing payoff.
class CashOrNothingPayoff
Binary cash-or-nothing payoff.
class GapPayoff
Binary gap payoff.
class SuperFundPayoff
Binary supershare and superfund payoffs.
class SuperSharePayoff
Binary supershare payoff.

Detailed Description

Payoffs for various options.

Author

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